+40.1%
VG vs DG
+40.4%
-0.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.2% | +3.0% |
| 7D | -8.3% | +0.7% | -9.0% | -7.7% |
| 30D | -10.3% | +7.4% | -17.8% | -7.8% |
| 3M | -10.8% | +8.5% | -19.3% | -8.0% |
| 6M | +3.5% | +21.9% | -18.4% | +11.3% |
| YTD | +74.0% | +4.9% | +69.0% | +78.1% |
| All | +40.1% | +40.4% | -0.2% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling