+67.3%
DVN vs GFI
+1,093.3%
-1,026.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +4.5% | -2.7% | +7.2% | +4.6% |
| 30D | +12.0% | +13.2% | -1.3% | +11.3% |
| 3M | +13.4% | +28.5% | -15.1% | +11.9% |
| 6M | +12.1% | -6.2% | +18.3% | +12.0% |
| YTD | +38.8% | +8.7% | +30.1% | +37.1% |
| 1Y | +46.0% | +24.8% | +21.2% | +42.4% |
| 3Y | +9.5% | +298.0% | -288.5% | -2.7% |
| 5Y | +125.3% | +546.0% | -420.7% | +93.5% |
| All | +67.3% | +1,093.3% | -1,026.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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