+200.1%
GDDY vs DVA
+187.8%
+12.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | +30.5% | -10.9% | +41.4% | +32.2% |
| 6M | +13.3% | +17.3% | -3.9% | +8.8% |
| YTD | -21.0% | +59.8% | -80.8% | -28.9% |
| 1Y | -34.0% | +36.3% | -70.3% | -38.8% |
| 3Y | +33.1% | +88.6% | -55.5% | +14.5% |
| 5Y | +30.3% | +47.5% | -17.2% | +15.1% |
| All | +200.1% | +187.8% | +12.3% | +135.0% |
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