+417.9%
GE vs DVA
+41.6%
+376.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.5% | -3.1% |
| 7D | -1.2% | +2.0% | -3.3% | -1.5% |
| 30D | -11.3% | -0.4% | -10.9% | -11.2% |
| 3M | -1.4% | -7.7% | +6.3% | -0.8% |
| 6M | +1.2% | +20.0% | -18.7% | -2.7% |
| YTD | +5.9% | +61.1% | -55.2% | -3.4% |
| 1Y | +18.4% | +33.9% | -15.5% | +11.4% |
| 3Y | +271.0% | +91.5% | +179.4% | +220.8% |
| 5Y | +417.9% | +41.8% | +376.2% | +417.5% |
| All | +417.9% | +41.6% | +376.3% | +417.5% |
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