-37.4%
GIS vs DVA
+89.4%
-126.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.0% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | -5.2% | +1.7% | -6.9% | -5.4% |
| 3M | +8.2% | -8.7% | +16.8% | +9.0% |
| 6M | -12.0% | +19.7% | -31.7% | -14.2% |
| YTD | -18.9% | +59.6% | -78.5% | -23.6% |
| 1Y | -23.6% | +37.1% | -60.7% | -26.9% |
| All | -37.4% | +89.4% | -126.8% | -40.2% |
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