+121.6%
GLD vs DVA
+70.6%
+51.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.0% |
| 7D | +4.9% | -0.1% | +5.1% | +4.9% |
| 30D | -1.3% | +3.5% | -4.8% | -1.4% |
| 3M | -4.8% | +1.0% | -5.7% | -4.8% |
| 6M | -12.5% | -6.6% | -5.9% | -12.6% |
| YTD | -4.2% | +63.3% | -67.5% | -6.5% |
| 1Y | +3.0% | +50.0% | -47.0% | +0.8% |
| 3Y | +109.1% | +120.1% | -10.9% | +101.8% |
| 5Y | +121.6% | +73.7% | +47.9% | +113.0% |
| All | +121.6% | +70.6% | +51.0% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling