+39.0%
DVN vs GIS
-17.8%
+56.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.2% | -12.5% | -7.3% |
| 7D | -13.9% | +8.5% | -22.4% | -14.1% |
| 30D | -8.0% | +15.3% | -23.4% | -8.7% |
| 3M | +0.8% | +0.9% | -0.1% | +0.9% |
| 6M | -12.8% | +7.9% | -20.7% | -13.4% |
| YTD | +22.7% | -17.6% | +40.3% | +34.4% |
| 1Y | +39.0% | -17.4% | +56.4% | +51.9% |
| All | +39.0% | -17.8% | +56.8% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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