+399.9%
GH vs DVA
+149.3%
+250.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.3% |
| 7D | -2.1% | +2.2% | -4.3% | -2.7% |
| 30D | -4.5% | -2.0% | -2.4% | -4.0% |
| 3M | +28.9% | -6.3% | +35.2% | +30.1% |
| 6M | +76.5% | +19.4% | +57.1% | +64.5% |
| YTD | +57.6% | +58.5% | -0.9% | +32.3% |
| 1Y | +167.5% | +33.9% | +133.7% | +135.9% |
| 3Y | +377.4% | +88.4% | +289.0% | +259.9% |
| 5Y | +23.8% | +39.5% | -15.7% | -0.3% |
| All | +399.9% | +149.3% | +250.6% | +159.9% |
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 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