+38.6%
DVN vs GFS
+37.2%
+1.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | +1.5% | +1.0% | +0.5% | +1.5% |
| 30D | +14.2% | -8.6% | +22.8% | +14.0% |
| 3M | +5.2% | -46.5% | +51.8% | +6.1% |
| 6M | +11.9% | -4.8% | +16.7% | +10.6% |
| YTD | +32.8% | +29.7% | +3.2% | +25.4% |
| 1Y | +38.6% | +35.8% | +2.7% | +30.8% |
| All | +38.6% | +37.2% | +1.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling