+1,223.7%
DVN vs GIS
+1,410.0%
-186.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.2% | +2.8% |
| 7D | +2.5% | -8.4% | +10.9% | +4.5% |
| 30D | +10.2% | -5.2% | +15.4% | +11.3% |
| 3M | +8.1% | +8.2% | -0.1% | +5.7% |
| 6M | +15.9% | -12.0% | +27.9% | +18.4% |
| YTD | +38.2% | -18.9% | +57.1% | +43.8% |
| 1Y | +44.5% | -23.6% | +68.1% | +52.1% |
| 3Y | +5.1% | -37.6% | +42.8% | +15.0% |
| 5Y | +124.3% | -25.2% | +149.5% | +132.6% |
| 10Y | +65.9% | -19.3% | +85.3% | +63.1% |
| All | +1,223.7% | +1,410.0% | -186.3% | +677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling