+582.1%
GAP vs DVA
+4,923.3%
-4,341.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.9% | -8.8% | +6.9% | -0.2% |
| 30D | -7.1% | -3.4% | -3.7% | -6.5% |
| 3M | +4.1% | -2.6% | +6.7% | +4.4% |
| 6M | +1.9% | -11.9% | +13.8% | +3.7% |
| YTD | -15.2% | +53.6% | -68.9% | -23.7% |
| 1Y | -10.6% | +41.9% | -52.5% | -18.2% |
| 3Y | +74.6% | +97.5% | -22.9% | +48.7% |
| 5Y | +3.7% | +65.0% | -61.3% | -10.5% |
| 10Y | +2.4% | +193.2% | -190.8% | -20.5% |
| All | +582.1% | +4,923.3% | -4,341.2% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling