+67.3%
DVN vs GIS
-19.5%
+86.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +4.5% | -6.4% | +10.9% | +5.2% |
| 30D | +12.0% | -6.1% | +18.1% | +12.6% |
| 3M | +13.4% | +7.8% | +5.6% | +12.2% |
| 6M | +12.1% | -8.8% | +20.9% | +13.0% |
| YTD | +38.8% | -19.1% | +57.9% | +41.9% |
| 1Y | +46.0% | -24.8% | +70.8% | +50.4% |
| 3Y | +9.5% | -37.6% | +47.1% | +14.5% |
| 5Y | +125.3% | -25.4% | +150.7% | +131.5% |
| All | +67.3% | -19.5% | +86.8% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling