+9.5%
DVN vs GTLB
-10.9%
+20.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +4.5% | -5.7% | +10.2% | +4.9% |
| 30D | +12.0% | +15.1% | -3.2% | +10.8% |
| 3M | +13.4% | +65.5% | -52.1% | +9.2% |
| 6M | +12.1% | +102.9% | -90.8% | +5.8% |
| YTD | +38.8% | +25.2% | +13.6% | +36.2% |
| 1Y | +46.0% | -5.5% | +51.6% | +46.9% |
| 3Y | +9.5% | -10.9% | +20.4% | +9.1% |
| All | +9.5% | -10.9% | +20.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling