+67.3%
DVN vs GPC
+86.4%
-19.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +4.5% | -3.2% | +7.7% | +6.3% |
| 30D | +12.0% | +0.5% | +11.4% | +11.3% |
| 3M | +13.4% | +31.7% | -18.3% | -4.4% |
| 6M | +12.1% | +24.7% | -12.6% | -4.2% |
| YTD | +38.8% | +11.8% | +27.1% | +25.1% |
| 1Y | +46.0% | -3.0% | +49.0% | +43.0% |
| 3Y | +9.5% | -1.1% | +10.6% | -0.6% |
| 5Y | +125.3% | +30.5% | +94.8% | +63.8% |
| All | +67.3% | +86.4% | -19.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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