-18.7%
DVN vs GGLL
+217.5%
-236.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.6% |
| 7D | +7.8% | +11.5% | -3.7% | +7.1% |
| 30D | -7.9% | -31.2% | +23.3% | -6.0% |
| 3M | +3.7% | -28.7% | +32.4% | +5.4% |
| 6M | +0.2% | -47.2% | +47.4% | +3.7% |
| YTD | +28.6% | -24.3% | +52.9% | +27.3% |
| 1Y | +34.6% | -12.0% | +46.6% | +30.1% |
| 3Y | +11.8% | +169.6% | -157.8% | -14.3% |
| All | -18.7% | +217.5% | -236.1% | -36.8% |
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