-18.0%
GIS vs DVA
+35.1%
-53.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | -7.8% | +1.8% | -9.7% | -8.0% |
| 30D | +6.6% | -2.5% | +9.1% | +6.8% |
| 3M | +21.0% | -4.3% | +25.2% | +21.2% |
| 6M | -9.1% | +18.9% | -27.9% | -11.8% |
| YTD | -13.6% | +61.9% | -75.6% | -20.4% |
| 1Y | -18.0% | +35.7% | -53.7% | -17.8% |
| All | -18.0% | +35.1% | -53.2% | -17.8% |
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