+376.8%
V vs DG
+105.6%
+271.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.1% |
| 7D | -1.1% | -2.5% | +1.4% | -0.7% |
| 30D | +1.9% | +1.0% | +0.9% | +1.7% |
| 3M | +15.5% | +20.3% | -4.8% | +12.3% |
| 6M | +16.6% | -11.7% | +28.4% | +18.3% |
| YTD | +5.7% | -2.3% | +8.1% | +5.4% |
| 1Y | +8.6% | +20.0% | -11.4% | +4.6% |
| 3Y | +52.5% | +7.2% | +45.3% | +44.7% |
| 5Y | +67.1% | -37.9% | +105.1% | +79.2% |
| 10Y | +376.8% | +107.3% | +269.5% | +293.6% |
| All | +376.8% | +105.6% | +271.2% | +293.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling