+592.9%
GIS vs DVA
+5,081.6%
-4,488.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.4% |
| 7D | -8.3% | +2.2% | -10.5% | -8.4% |
| 30D | +2.2% | -2.0% | +4.2% | +2.3% |
| 3M | +15.7% | -6.3% | +22.0% | +16.0% |
| 6M | -12.0% | +19.4% | -31.4% | -13.3% |
| YTD | -15.0% | +58.5% | -73.5% | -17.9% |
| 1Y | -20.1% | +33.9% | -54.0% | -22.0% |
| 3Y | -34.6% | +88.4% | -123.1% | -37.9% |
| 5Y | -22.8% | +39.5% | -62.4% | -26.0% |
| 10Y | -18.5% | +179.5% | -198.0% | -26.0% |
| All | +592.9% | +5,081.6% | -4,488.7% | +484.2% |
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 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