-8.5%
GAP vs DVA
+36.3%
-44.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.9% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | +6.2% | 0.0% | +6.2% | +6.2% |
| 3M | -0.7% | -10.9% | +10.2% | +0.2% |
| 6M | -7.1% | +17.3% | -24.4% | -10.1% |
| YTD | -14.1% | +59.8% | -73.9% | -20.9% |
| 1Y | -8.5% | +36.3% | -44.8% | -12.0% |
| All | -8.5% | +36.3% | -44.8% | -12.0% |
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