+376.6%
GH vs DVA
+89.4%
+287.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -3.7% | +1.7% | -5.3% | -3.9% |
| 3M | +21.7% | -8.7% | +30.3% | +22.5% |
| 6M | +75.7% | +19.7% | +56.1% | +70.7% |
| YTD | +55.7% | +59.6% | -3.9% | +43.2% |
| 1Y | +181.1% | +37.1% | +144.0% | +166.5% |
| All | +376.6% | +89.4% | +287.2% | +302.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling