+2,749.4%
GEN vs DVA
+5,194.7%
-2,445.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -1.2% | +1.8% | -3.0% | -1.5% |
| 30D | +10.1% | -2.5% | +12.6% | +10.5% |
| 3M | +16.1% | -4.3% | +20.3% | +16.4% |
| 6M | +38.9% | +18.9% | +20.0% | +33.8% |
| YTD | +14.4% | +61.9% | -47.5% | +4.1% |
| 1Y | +5.9% | +35.7% | -29.9% | -1.0% |
| 3Y | +58.8% | +78.6% | -19.9% | +40.0% |
| 5Y | +24.7% | +39.2% | -14.5% | +12.0% |
| 10Y | +163.1% | +184.0% | -21.0% | +103.9% |
| All | +2,749.4% | +5,194.7% | -2,445.3% | +966.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling