+195.8%
GGLL vs DVA
+110.1%
+85.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.7% |
| 7D | +6.3% | -0.1% | +6.5% | +6.3% |
| 30D | -35.1% | +3.5% | -38.6% | -35.4% |
| 3M | -37.7% | +1.0% | -38.6% | -37.9% |
| 6M | -54.1% | -6.6% | -47.5% | -53.9% |
| YTD | -29.4% | +63.3% | -92.7% | -31.9% |
| 1Y | -13.4% | +50.0% | -63.4% | -15.9% |
| 3Y | +158.3% | +120.1% | +38.2% | +137.6% |
| All | +195.8% | +110.1% | +85.7% | +138.9% |
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 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