+328.4%
GGLL vs DVA
+103.9%
+224.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.1% |
| 7D | +1.9% | +2.2% | -0.4% | +1.7% |
| 30D | -9.7% | -2.0% | -7.7% | -9.6% |
| 3M | -18.0% | -6.3% | -11.8% | -17.5% |
| 6M | +15.3% | +19.4% | -4.2% | +13.8% |
| YTD | +2.2% | +58.5% | -56.3% | -0.9% |
| 1Y | +73.1% | +33.9% | +39.2% | +70.2% |
| 3Y | +242.7% | +88.4% | +154.2% | +219.5% |
| All | +328.4% | +103.9% | +224.4% | +247.6% |
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