+111.8%
DVN vs GD
+97.9%
+13.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.4% |
| 7D | +1.5% | -5.3% | +6.8% | +4.8% |
| 30D | +14.2% | -6.4% | +20.6% | +18.8% |
| 3M | +5.2% | +5.7% | -0.5% | +0.3% |
| 6M | +11.9% | -0.9% | +12.8% | +10.9% |
| YTD | +32.8% | +8.2% | +24.7% | +22.4% |
| 1Y | +38.6% | +13.4% | +25.2% | +22.6% |
| 3Y | +0.5% | +68.5% | -68.0% | -39.3% |
| All | +111.8% | +97.9% | +13.9% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling