+217.5%
GGLL vs DVA
+97.2%
+120.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.1% | +8.7% | +3.9% |
| 7D | +11.5% | -10.7% | +22.2% | +12.4% |
| 30D | -31.2% | -4.4% | -26.8% | -31.2% |
| 3M | -28.7% | -4.1% | -24.6% | -28.7% |
| 6M | -47.2% | -13.2% | -34.0% | -46.7% |
| YTD | -24.3% | +53.2% | -77.5% | -26.6% |
| 1Y | -12.0% | +40.8% | -52.8% | -14.1% |
| 3Y | +169.6% | +109.7% | +59.9% | +148.6% |
| All | +217.5% | +97.2% | +120.3% | +157.5% |
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