+4,784.9%
GD vs DVA
+5,194.7%
-409.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | -5.3% | +1.8% | -7.1% | -5.5% |
| 30D | -6.4% | -2.5% | -3.9% | -6.2% |
| 3M | +5.7% | -4.3% | +10.0% | +6.0% |
| 6M | -0.9% | +18.9% | -19.8% | -3.5% |
| YTD | +8.2% | +61.9% | -53.8% | +1.2% |
| 1Y | +13.4% | +35.7% | -22.3% | +8.2% |
| 3Y | +68.5% | +78.6% | -10.2% | +54.0% |
| 5Y | +97.2% | +39.2% | +57.9% | +82.5% |
| 10Y | +190.2% | +184.0% | +6.2% | +144.2% |
| All | +4,784.9% | +5,194.7% | -409.8% | +3,512.8% |
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