+57.3%
DVN vs GD
+165.7%
-108.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +10.4% | +2.7% | +7.7% | +7.9% |
| 30D | -6.7% | +8.6% | -15.3% | -13.0% |
| 3M | +5.6% | -7.1% | +12.7% | +11.6% |
| 6M | +0.7% | +7.5% | -6.8% | -7.5% |
| YTD | +29.6% | +9.9% | +19.7% | +14.7% |
| 1Y | +36.3% | +7.6% | +28.8% | +22.8% |
| 3Y | +13.2% | +56.2% | -43.0% | -30.5% |
| 5Y | +38.6% | +100.6% | -62.0% | -33.8% |
| All | +57.3% | +165.7% | -108.4% | -37.1% |
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