+210.1%
W vs DG
+105.2%
+104.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +6.8% | +3.2% | +3.6% | +5.4% |
| 3M | +10.7% | +10.4% | +0.2% | +5.4% |
| 6M | +86.3% | +33.2% | +53.2% | +63.5% |
| YTD | +11.5% | +3.0% | +8.5% | +8.5% |
| 1Y | +5.1% | +31.2% | -26.1% | -8.6% |
| 3Y | +171.0% | +21.8% | +149.2% | +120.9% |
| 5Y | -56.6% | -35.0% | -21.6% | -47.7% |
| All | +210.1% | +105.2% | +104.9% | +139.2% |
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