+775.4%
GFI vs DVA
+5,124.5%
-4,349.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.1% |
| 6M | -8.3% | +17.3% | -25.5% | -9.4% |
| YTD | +6.3% | +59.8% | -53.5% | +3.0% |
| 1Y | +22.1% | +36.3% | -14.2% | +19.2% |
| 3Y | +289.2% | +88.6% | +200.6% | +270.6% |
| 5Y | +531.7% | +47.5% | +484.1% | +505.3% |
| 10Y | +1,043.8% | +185.2% | +858.6% | +945.9% |
| All | +775.4% | +5,124.5% | -4,349.1% | +631.3% |
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