+53.9%
GD vs DVA
+139.6%
-85.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.4% |
| 7D | -5.0% | +2.1% | -7.0% | -5.2% |
| 30D | +8.9% | +8.2% | +0.7% | +7.9% |
| 3M | -8.0% | +5.9% | -14.0% | -8.8% |
| 6M | +2.9% | -1.3% | +4.2% | +2.6% |
| YTD | +7.1% | +68.4% | -61.4% | -1.4% |
| 1Y | +5.9% | +57.5% | -51.5% | -1.4% |
| 3Y | +53.9% | +142.3% | -88.4% | +38.1% |
| All | +53.9% | +139.6% | -85.8% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling