+5.8%
GAP vs DVA
+41.6%
-35.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -5.0% |
| 7D | -3.2% | +2.0% | -5.2% | -3.8% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | -0.5% | -7.7% | +7.2% | +0.9% |
| 6M | -5.0% | +20.0% | -24.9% | -11.7% |
| YTD | -14.7% | +61.1% | -75.8% | -28.8% |
| 1Y | -8.6% | +33.9% | -42.5% | -18.9% |
| 3Y | +108.4% | +91.5% | +16.8% | +58.7% |
| 5Y | +5.8% | +41.8% | -36.0% | +6.6% |
| All | +5.8% | +41.6% | -35.9% | +6.6% |
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