+188.6%
GGLL vs DVA
+116.7%
+71.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.5% |
| 7D | +3.1% | +2.1% | +1.0% | +2.9% |
| 30D | -36.3% | +8.2% | -44.6% | -36.8% |
| 3M | -40.4% | +5.9% | -46.3% | -40.7% |
| 6M | -54.6% | -1.3% | -53.3% | -54.6% |
| YTD | -31.1% | +68.4% | -99.6% | -33.7% |
| 1Y | -19.2% | +57.5% | -76.6% | -21.8% |
| 3Y | +151.5% | +142.3% | +9.2% | +129.1% |
| All | +188.6% | +116.7% | +71.9% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling