-12.1%
GFS vs DVA
+61.0%
-73.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.5% |
| 7D | -5.3% | -1.6% | -3.7% | -5.3% |
| 30D | -15.8% | 0.0% | -15.8% | -16.0% |
| 3M | -18.6% | -2.4% | -16.2% | -18.8% |
| 6M | -45.0% | -9.8% | -35.2% | -44.8% |
| YTD | +16.8% | +57.8% | -41.0% | +8.4% |
| 1Y | +17.8% | +49.2% | -31.4% | +10.3% |
| 3Y | -21.5% | +116.0% | -137.6% | -30.0% |
| 5Y | -29.3% | +68.5% | -97.8% | -33.0% |
| All | -12.1% | +61.0% | -73.1% | -16.4% |
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 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