+2,660.2%
GEN vs DVA
+4,909.2%
-2,249.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | -2.3% |
| 7D | -3.0% | -10.7% | +7.7% | -1.3% |
| 30D | +24.7% | -4.4% | +29.1% | +25.6% |
| 3M | +4.1% | -4.1% | +8.2% | +4.8% |
| 6M | +36.0% | -13.2% | +49.2% | +38.4% |
| YTD | +10.9% | +53.2% | -42.4% | +1.8% |
| 1Y | +12.2% | +40.8% | -28.7% | +4.4% |
| 3Y | +63.3% | +109.7% | -46.4% | +41.0% |
| 5Y | +29.0% | +64.5% | -35.5% | +12.9% |
| 10Y | +147.5% | +192.4% | -44.9% | +91.2% |
| All | +2,660.2% | +4,909.2% | -2,249.1% | +942.4% |
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