+170.5%
GD vs DVA
+206.9%
-36.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.5% |
| 7D | +0.6% | -4.8% | +5.4% | +1.5% |
| 30D | +9.5% | +0.9% | +8.5% | +9.0% |
| 3M | -5.8% | +2.9% | -8.7% | -6.6% |
| 6M | +7.7% | -7.8% | +15.5% | +8.4% |
| YTD | +11.1% | +61.5% | -50.5% | -0.7% |
| 1Y | +6.1% | +50.1% | -44.0% | -3.8% |
| 3Y | +59.8% | +121.1% | -61.3% | +31.6% |
| 5Y | +104.6% | +72.9% | +31.7% | +71.4% |
| 10Y | +170.5% | +208.2% | -37.7% | +96.4% |
| All | +170.5% | +206.9% | -36.3% | +96.4% |
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