+3.6%
GAP vs DVA
+64.3%
-60.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.9% | -8.8% | +6.9% | +0.5% |
| 30D | -7.1% | -3.4% | -3.7% | -6.3% |
| 3M | +4.1% | -2.6% | +6.7% | +4.4% |
| 6M | +1.9% | -11.9% | +13.8% | +4.1% |
| YTD | -15.2% | +53.6% | -68.9% | -28.3% |
| 1Y | -10.6% | +41.9% | -52.5% | -22.4% |
| 3Y | +74.6% | +97.5% | -22.9% | +33.7% |
| All | +3.6% | +64.3% | -60.7% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling