-2.7%
GFS vs DVA
+61.7%
-64.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | 0.0% |
| 7D | +2.6% | +2.2% | +0.4% | +2.4% |
| 30D | -16.4% | -2.0% | -14.4% | -16.2% |
| 3M | -41.6% | -6.3% | -35.3% | -41.4% |
| 6M | -3.7% | +19.4% | -23.1% | -6.5% |
| YTD | +29.3% | +58.5% | -29.2% | +20.5% |
| 1Y | +37.1% | +33.9% | +3.3% | +31.0% |
| 3Y | -22.1% | +88.4% | -110.6% | -29.3% |
| All | -2.7% | +61.7% | -64.4% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling