+20.6%
GEN vs DVA
+41.6%
-21.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -2.9% | +2.0% | -4.9% | -3.1% |
| 30D | +2.1% | -0.4% | +2.4% | +2.1% |
| 3M | +19.7% | -7.7% | +27.4% | +20.4% |
| 6M | +33.3% | +20.0% | +13.3% | +30.3% |
| YTD | +11.1% | +61.1% | -50.0% | +4.2% |
| 1Y | +3.0% | +33.9% | -30.9% | -0.7% |
| 3Y | +57.9% | +91.5% | -33.7% | +43.9% |
| 5Y | +20.6% | +41.8% | -21.2% | +16.2% |
| All | +20.6% | +41.6% | -21.0% | +16.2% |
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