+55.0%
DVN vs GTLB
-50.8%
+105.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -0.1% | -6.6% | +6.5% | +0.4% |
| 30D | +8.0% | +13.7% | -5.8% | +6.6% |
| 3M | +11.9% | +52.9% | -41.0% | +7.4% |
| 6M | +10.6% | +88.5% | -77.9% | +3.7% |
| YTD | +35.4% | +23.4% | +11.9% | +31.5% |
| 1Y | +46.5% | -3.8% | +50.3% | +45.2% |
| 3Y | +3.0% | -11.5% | +14.5% | 0.0% |
| All | +55.0% | -50.8% | +105.8% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling