+755.2%
GLD vs DVA
+1,024.8%
-269.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +1.9% |
| 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% | -12.5% |
| YTD | -4.2% | +63.3% | -67.5% | -5.6% |
| 1Y | +3.0% | +50.0% | -47.0% | +1.7% |
| 3Y | +109.1% | +120.1% | -10.9% | +104.6% |
| 5Y | +121.6% | +73.7% | +47.9% | +117.0% |
| 10Y | +212.2% | +212.7% | -0.5% | +201.1% |
| All | +755.2% | +1,024.8% | -269.6% | +726.9% |
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