+9.5%
DVN vs GH
+363.0%
-353.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.5% |
| 7D | +4.5% | -2.5% | +7.0% | +4.6% |
| 30D | +12.0% | -4.7% | +16.7% | +12.2% |
| 3M | +13.4% | +20.2% | -6.8% | +12.0% |
| 6M | +12.1% | +78.8% | -66.7% | +7.7% |
| YTD | +38.8% | +54.1% | -15.3% | +34.6% |
| 1Y | +46.0% | +177.1% | -131.0% | +33.2% |
| 3Y | +9.5% | +371.6% | -362.1% | +0.2% |
| All | +9.5% | +363.0% | -353.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling