-14.4%
DVN vs GGLL
+309.0%
-323.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.5% |
| 7D | -0.1% | -3.9% | +3.8% | +0.2% |
| 30D | +8.0% | -15.4% | +23.3% | +9.2% |
| 3M | +11.9% | -21.9% | +33.8% | +13.3% |
| 6M | +10.6% | +4.5% | +6.1% | +7.8% |
| YTD | +35.4% | -2.4% | +37.8% | +32.5% |
| 1Y | +46.5% | +57.8% | -11.3% | +32.9% |
| 3Y | +3.0% | +227.2% | -224.3% | -21.5% |
| All | -14.4% | +309.0% | -323.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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