+40.5%
DVN vs GD
+185.2%
-144.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -1.4% |
| 7D | -12.8% | -3.0% | -9.8% | -10.5% |
| 30D | -12.1% | +9.3% | -21.4% | -18.5% |
| 3M | -0.7% | -7.2% | +6.5% | +5.1% |
| 6M | -5.8% | +5.5% | -11.2% | -12.0% |
| YTD | +17.9% | +9.5% | +8.4% | +4.8% |
| 1Y | +29.0% | +6.4% | +22.6% | +17.3% |
| 3Y | +6.0% | +59.8% | -53.9% | -36.3% |
| 5Y | +22.1% | +98.0% | -75.9% | -40.8% |
| 10Y | +40.5% | +177.4% | -136.9% | -40.8% |
| All | +40.5% | +185.2% | -144.7% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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