+218.2%
GLD vs DVA
+186.3%
+31.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.9% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +3.2% | -7.7% | +10.9% | +3.2% |
| 6M | -14.6% | +20.0% | -34.6% | -15.2% |
| YTD | +1.8% | +61.1% | -59.3% | +0.5% |
| 1Y | +20.7% | +33.9% | -13.1% | +19.5% |
| 3Y | +126.5% | +91.5% | +35.0% | +123.1% |
| 5Y | +140.0% | +41.8% | +98.3% | +135.9% |
| 10Y | +218.2% | +187.5% | +30.7% | +215.3% |
| All | +218.2% | +186.3% | +31.9% | +215.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling