-7.8%
GFS vs DVA
+56.4%
-64.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -0.1% |
| 7D | +17.2% | -10.7% | +27.9% | +18.3% |
| 30D | -8.7% | -4.4% | -4.3% | -8.6% |
| 3M | -19.7% | -4.1% | -15.6% | -19.7% |
| 6M | -40.7% | -13.2% | -27.5% | -40.3% |
| YTD | +22.5% | +53.2% | -30.7% | +14.0% |
| 1Y | +25.2% | +40.8% | -15.6% | +18.1% |
| 3Y | -17.7% | +109.7% | -127.4% | -26.4% |
| 5Y | -23.5% | +64.5% | -88.0% | -27.3% |
| All | -7.8% | +56.4% | -64.1% | -12.1% |
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