+147.8%
GE vs DVA
+187.5%
-39.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -11.9% | +1.7% | -13.6% | -12.3% |
| 3M | +1.8% | -8.7% | +10.5% | +3.3% |
| 6M | -0.6% | +19.7% | -20.3% | -6.7% |
| YTD | +5.5% | +59.6% | -54.1% | -9.4% |
| 1Y | +15.0% | +37.1% | -22.1% | +2.8% |
| 3Y | +269.5% | +89.8% | +179.8% | +188.3% |
| 5Y | +422.4% | +47.4% | +375.1% | +329.0% |
| All | +147.8% | +187.5% | -39.6% | +59.1% |
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 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