+52.2%
DVN vs GFS
-2.1%
+54.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | -0.1% | +4.5% | -4.6% | -0.9% |
| 30D | +8.0% | -8.2% | +16.2% | +9.5% |
| 3M | +11.9% | -38.9% | +50.8% | +21.3% |
| 6M | +10.6% | -2.9% | +13.5% | +6.3% |
| YTD | +35.4% | +31.8% | +3.6% | +19.6% |
| 1Y | +46.5% | +43.1% | +3.3% | +25.9% |
| 3Y | +3.0% | -20.6% | +23.6% | -2.1% |
| All | +52.2% | -2.1% | +54.4% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling