-51.4%
VG vs DG
+93.6%
-145.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | -0.7% |
| 7D | -22.0% | +1.1% | -23.1% | -21.5% |
| 30D | -11.6% | +9.5% | -21.2% | -9.5% |
| 3M | -14.9% | +5.5% | -20.3% | -13.4% |
| 6M | -3.5% | +16.1% | -19.6% | +1.0% |
| YTD | +70.0% | +2.7% | +67.3% | +74.3% |
| 1Y | +50.0% | +42.1% | +7.9% | +59.7% |
| All | -51.4% | +93.6% | -145.0% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling