-34.7%
GFS vs DVA
+75.9%
-110.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.4% |
| 7D | -7.8% | +2.1% | -9.9% | -8.1% |
| 30D | -19.7% | +8.2% | -27.9% | -20.4% |
| 3M | -23.1% | +5.9% | -29.0% | -23.8% |
| 6M | -46.4% | -1.3% | -45.1% | -46.6% |
| YTD | +11.0% | +68.4% | -57.4% | +2.1% |
| 1Y | +12.6% | +57.5% | -44.8% | +4.7% |
| 3Y | -24.9% | +142.3% | -167.3% | -34.5% |
| All | -34.7% | +75.9% | -110.6% | -39.0% |
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