+699.7%
GLD vs DVA
+955.3%
-255.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -2.7% |
| 7D | -5.5% | -10.7% | +5.2% | -5.3% |
| 30D | -7.0% | -4.4% | -2.6% | -6.9% |
| 3M | -12.4% | -4.1% | -8.3% | -12.3% |
| 6M | -18.0% | -13.2% | -4.8% | -17.9% |
| YTD | -10.5% | +53.2% | -63.7% | -11.6% |
| 1Y | -8.1% | +40.8% | -48.9% | -9.1% |
| 3Y | +97.7% | +109.7% | -12.0% | +93.7% |
| 5Y | +103.4% | +64.5% | +38.9% | +99.5% |
| 10Y | +203.1% | +192.4% | +10.7% | +192.7% |
| All | +699.7% | +955.3% | -255.6% | +674.3% |
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 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