+34,264.3%
GILD vs DVA
+5,124.5%
+29,139.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | +5.8% | 0.0% | +5.8% | +5.7% |
| 3M | +14.9% | -10.9% | +25.9% | +16.7% |
| 6M | -0.4% | +17.3% | -17.6% | -3.8% |
| YTD | +18.5% | +59.8% | -41.3% | +8.0% |
| 1Y | +25.1% | +36.3% | -11.1% | +17.0% |
| 3Y | +105.9% | +88.6% | +17.3% | +78.8% |
| 5Y | +143.0% | +47.5% | +95.4% | +114.3% |
| 10Y | +162.4% | +185.2% | -22.8% | +99.1% |
| All | +34,264.3% | +5,124.5% | +29,139.8% | +18,783.3% |
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