+97.2%
GD vs DVA
+40.3%
+57.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | -5.3% | +1.8% | -7.1% | -5.4% |
| 30D | -6.4% | -2.5% | -3.9% | -6.2% |
| 3M | +5.7% | -4.3% | +10.0% | +5.9% |
| 6M | -0.9% | +18.9% | -19.8% | -2.8% |
| YTD | +8.2% | +61.9% | -53.8% | +2.6% |
| 1Y | +13.4% | +35.7% | -22.3% | +9.4% |
| 3Y | +68.5% | +78.6% | -10.2% | +59.7% |
| All | +97.2% | +40.3% | +57.0% | +95.1% |
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 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