+72.9%
DVN vs GH
+486.6%
-413.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +8.0% | -2.6% | +10.6% | +8.3% |
| 3M | +11.9% | +25.1% | -13.2% | +8.4% |
| 6M | +10.6% | +78.5% | -67.9% | +1.7% |
| YTD | +35.4% | +59.4% | -24.0% | +25.8% |
| 1Y | +46.5% | +173.9% | -127.4% | +25.4% |
| 3Y | +3.0% | +382.7% | -379.8% | -21.9% |
| 5Y | +120.5% | +24.4% | +96.1% | +92.9% |
| All | +72.9% | +486.6% | -413.7% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling