+177.4%
GD vs DVA
+212.5%
-35.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.8% |
| 7D | -3.0% | -0.1% | -2.9% | -3.1% |
| 30D | +9.3% | +3.5% | +5.8% | +8.4% |
| 3M | -7.2% | +1.0% | -8.2% | -7.6% |
| 6M | +5.5% | -6.6% | +12.1% | +5.9% |
| YTD | +9.5% | +63.3% | -53.8% | -2.3% |
| 1Y | +6.4% | +50.0% | -43.6% | -3.4% |
| 3Y | +59.8% | +120.1% | -60.2% | +31.8% |
| 5Y | +98.0% | +73.7% | +24.3% | +65.8% |
| 10Y | +177.4% | +212.7% | -35.3% | +101.2% |
| All | +177.4% | +212.5% | -35.1% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling