-49.4%
VG vs DG
+98.8%
-148.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.8% |
| 7D | -7.7% | +5.2% | -12.9% | -6.3% |
| 30D | -8.8% | +7.9% | -16.7% | -6.8% |
| 3M | -15.6% | +12.7% | -28.3% | -12.9% |
| 6M | +5.2% | +22.4% | -17.2% | +11.2% |
| YTD | +76.9% | +5.4% | +71.5% | +82.6% |
| 1Y | +42.5% | +39.4% | +3.1% | +51.8% |
| All | -49.4% | +98.8% | -148.1% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling