-23.6%
DVN vs GGLL
+194.0%
-217.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -8.8% | +5.1% | -13.9% | -9.1% |
| 30D | -10.0% | -35.5% | +25.4% | -7.9% |
| 3M | -3.7% | -39.2% | +35.5% | -1.1% |
| 6M | -3.5% | -54.4% | +50.8% | +0.9% |
| YTD | +20.8% | -29.8% | +50.6% | +20.1% |
| 1Y | +31.2% | -20.4% | +51.6% | +27.8% |
| 3Y | +5.0% | +149.7% | -144.7% | -19.1% |
| All | -23.6% | +194.0% | -217.7% | -40.4% |
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