+2,926.8%
TER vs DG
+628.1%
+2,298.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +12.3% |
| 7D | -5.8% | +0.7% | -6.4% | -6.0% |
| 30D | -38.9% | +7.4% | -46.3% | -40.2% |
| 3M | -35.1% | +8.5% | -43.6% | -36.9% |
| 6M | -31.6% | +21.9% | -53.4% | -36.0% |
| YTD | +27.2% | +4.9% | +22.3% | +23.4% |
| 1Y | +35.2% | +40.4% | -5.2% | +21.5% |
| 3Y | +192.8% | +23.5% | +169.3% | +156.5% |
| 5Y | +72.4% | -32.3% | +104.7% | +80.7% |
| 10Y | +1,001.8% | +119.3% | +882.5% | +698.2% |
| All | +2,926.8% | +628.1% | +2,298.7% | +1,246.5% |
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