+34.6%
DVN vs GGLL
-15.1%
+49.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +3.2% |
| 7D | +7.8% | +11.5% | -3.7% | +9.1% |
| 30D | -7.9% | -31.2% | +23.3% | -11.4% |
| 3M | +3.7% | -28.7% | +32.4% | +0.5% |
| 6M | +0.2% | -47.2% | +47.4% | -6.2% |
| YTD | +28.6% | -24.3% | +52.9% | +29.8% |
| 1Y | +34.6% | -12.0% | +46.6% | +37.0% |
| All | +34.6% | -15.1% | +49.7% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling