+211.8%
GLD vs DVA
+206.9%
+5.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | -2.0% | -4.8% | +2.8% | -1.9% |
| 30D | -4.4% | +0.9% | -5.4% | -4.5% |
| 3M | -8.9% | +2.9% | -11.8% | -9.0% |
| 6M | -16.0% | -7.8% | -8.2% | -16.0% |
| YTD | -7.9% | +61.5% | -69.4% | -9.0% |
| 1Y | -3.9% | +50.1% | -53.9% | -5.0% |
| 3Y | +103.4% | +121.1% | -17.7% | +100.3% |
| 5Y | +109.7% | +72.9% | +36.8% | +106.3% |
| 10Y | +211.8% | +208.2% | +3.6% | +212.7% |
| All | +211.8% | +206.9% | +5.0% | +212.7% |
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