-44.6%
VG vs DG
+94.2%
-138.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -1.0% |
| 7D | +14.0% | +0.3% | +13.7% | +14.1% |
| 30D | -1.0% | +3.2% | -4.2% | +0.2% |
| 3M | -2.7% | +10.4% | -13.1% | 0.0% |
| 6M | +1.5% | +33.2% | -31.7% | +8.3% |
| YTD | +93.7% | +3.0% | +90.7% | +98.8% |
| 1Y | +68.5% | +31.2% | +37.3% | +77.4% |
| All | -44.6% | +94.2% | -138.7% | -23.0% |
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