+4,292.9%
TER vs DG
+606.1%
+3,686.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.1% |
| 7D | +0.6% | +8.4% | -7.8% | -1.3% |
| 30D | -8.3% | +4.9% | -13.2% | -9.4% |
| 3M | -12.2% | +29.3% | -41.6% | -18.2% |
| 6M | +17.1% | -11.3% | +28.3% | +19.2% |
| YTD | +84.7% | +1.8% | +82.9% | +81.9% |
| 1Y | +199.9% | +25.3% | +174.6% | +178.7% |
| 3Y | +232.8% | +9.1% | +223.7% | +204.3% |
| 5Y | +198.6% | -34.9% | +233.5% | +218.6% |
| 10Y | +1,669.7% | +108.2% | +1,561.6% | +1,209.1% |
| All | +4,292.9% | +606.1% | +3,686.8% | +1,884.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling