+1,024.2%
DVN vs GD
+19,982.5%
-18,958.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | -19.1% | -5.0% | -14.1% | -17.2% |
| 30D | -11.8% | +8.9% | -20.8% | -15.0% |
| 3M | -1.5% | -8.0% | +6.6% | +1.9% |
| 6M | -8.2% | +2.9% | -11.1% | -10.2% |
| YTD | +17.4% | +7.1% | +10.3% | +12.3% |
| 1Y | +33.5% | +5.9% | +27.5% | +28.2% |
| 3Y | -0.3% | +53.9% | -54.2% | -18.9% |
| 5Y | +22.7% | +95.4% | -72.7% | -8.8% |
| 10Y | +51.8% | +193.5% | -141.7% | +0.4% |
| All | +1,024.2% | +19,982.5% | -18,958.2% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling