-54.2%
W vs DG
-34.7%
-19.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.4% |
| 7D | -3.6% | +1.1% | -4.7% | -3.8% |
| 30D | +7.0% | +9.5% | -2.5% | +3.6% |
| 3M | +7.4% | +5.5% | +1.9% | +5.0% |
| 6M | +69.3% | +16.1% | +53.2% | +60.1% |
| YTD | +11.3% | +2.7% | +8.6% | +8.9% |
| 1Y | +13.2% | +42.1% | -28.9% | -0.6% |
| 3Y | +142.0% | +19.3% | +122.8% | +109.4% |
| All | -54.2% | -34.7% | -19.6% | -39.3% |
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