-62.1%
W vs DG
-37.3%
-24.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +1.9% |
| 7D | +6.5% | -2.5% | +8.9% | +7.4% |
| 30D | -6.2% | +1.0% | -7.2% | -6.8% |
| 3M | +48.9% | +20.3% | +28.6% | +39.5% |
| 6M | +31.2% | -11.7% | +42.9% | +35.5% |
| YTD | -0.4% | -2.3% | +1.9% | -0.8% |
| 1Y | +14.8% | +20.0% | -5.2% | +6.4% |
| 3Y | +40.5% | +7.2% | +33.3% | +27.6% |
| 5Y | -62.1% | -37.9% | -24.2% | -47.8% |
| All | -62.1% | -37.3% | -24.9% | -47.8% |
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