+153.8%
GEN vs DVA
+187.8%
-34.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +1.0% |
| 7D | -1.3% | -1.3% | +0.1% | -1.1% |
| 30D | +6.1% | 0.0% | +6.1% | +6.1% |
| 3M | +27.0% | -10.9% | +37.9% | +28.6% |
| 6M | +43.9% | +17.3% | +26.6% | +39.3% |
| YTD | +13.0% | +59.8% | -46.8% | +3.2% |
| 1Y | +4.0% | +36.3% | -32.2% | -2.3% |
| 3Y | +66.2% | +88.6% | -22.4% | +45.2% |
| 5Y | +23.2% | +47.5% | -24.4% | +10.4% |
| All | +153.8% | +187.8% | -34.0% | +91.6% |
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