+43.1%
GFS vs DVA
+36.0%
+7.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +2.0% |
| 7D | +4.5% | +2.0% | +2.5% | +4.6% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -38.9% | -7.7% | -31.2% | -38.9% |
| 6M | -2.9% | +20.0% | -22.8% | -1.0% |
| YTD | +31.8% | +61.1% | -29.3% | +42.0% |
| 1Y | +43.1% | +33.9% | +9.3% | +50.9% |
| All | +43.1% | +36.0% | +7.1% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling