+57.8%
GGLL vs DVA
+36.0%
+21.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.2% | -4.6% |
| 7D | -3.9% | +2.0% | -5.9% | -4.0% |
| 30D | -15.4% | -0.4% | -15.0% | -15.3% |
| 3M | -21.9% | -7.7% | -14.2% | -21.1% |
| 6M | +4.5% | +20.0% | -15.5% | +6.6% |
| YTD | -2.4% | +61.1% | -63.5% | +6.0% |
| 1Y | +57.8% | +33.9% | +23.9% | +55.7% |
| All | +57.8% | +36.0% | +21.7% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling