+2,726.2%
GEN vs DVA
+4,923.3%
-2,197.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +2.0% | -8.8% | +10.8% | +3.5% |
| 30D | +27.7% | -3.4% | +31.1% | +28.4% |
| 3M | +3.3% | -2.6% | +5.8% | +3.7% |
| 6M | +31.8% | -11.9% | +43.7% | +33.8% |
| YTD | +13.5% | +53.6% | -40.1% | +4.2% |
| 1Y | +16.0% | +41.9% | -25.8% | +7.9% |
| 3Y | +70.6% | +97.5% | -26.9% | +48.8% |
| 5Y | +32.1% | +65.0% | -32.9% | +15.6% |
| 10Y | +153.4% | +193.2% | -39.8% | +95.7% |
| All | +2,726.2% | +4,923.3% | -2,197.1% | +966.8% |
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