+120.5%
DVN vs GPC
+30.9%
+89.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +8.0% | +1.3% | +6.7% | +7.4% |
| 3M | +11.9% | +37.1% | -25.2% | -0.4% |
| 6M | +10.6% | +23.2% | -12.6% | +1.8% |
| YTD | +35.4% | +13.1% | +22.3% | +27.9% |
| 1Y | +46.5% | +0.9% | +45.6% | +45.1% |
| 3Y | +3.0% | -0.8% | +3.8% | -1.9% |
| 5Y | +120.5% | +31.1% | +89.4% | +56.2% |
| All | +120.5% | +30.9% | +89.6% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling