-3.4%
GAP vs DVA
+35.1%
-38.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -4.5% | +1.8% | -6.3% | -4.7% |
| 30D | +9.0% | -2.5% | +11.5% | +9.3% |
| 3M | +5.0% | -4.3% | +9.3% | +4.8% |
| 6M | -17.8% | +18.9% | -36.7% | -20.4% |
| YTD | -10.4% | +61.9% | -72.3% | -17.4% |
| 1Y | -3.4% | +35.7% | -39.1% | -7.8% |
| All | -3.4% | +35.1% | -38.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling