+1,010.9%
GFI vs DVA
+187.8%
+823.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.9% | -1.3% | -3.5% | -4.8% |
| 30D | +10.7% | 0.0% | +10.7% | +10.7% |
| 3M | +25.6% | -10.9% | +36.6% | +25.8% |
| 6M | -8.3% | +17.3% | -25.5% | -9.6% |
| YTD | +6.3% | +59.8% | -53.5% | +3.1% |
| 1Y | +22.1% | +36.3% | -14.2% | +19.2% |
| 3Y | +289.2% | +88.6% | +200.6% | +271.9% |
| 5Y | +531.7% | +47.5% | +484.1% | +504.1% |
| All | +1,010.9% | +187.8% | +823.0% | +967.9% |
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