+816.6%
GLD vs DVA
+1,015.4%
-198.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | +1.8% | -2.4% | -0.6% |
| 30D | +4.4% | -2.5% | +6.9% | +4.4% |
| 3M | -1.1% | -4.3% | +3.2% | -1.1% |
| 6M | -13.8% | +18.9% | -32.6% | -14.3% |
| YTD | +2.6% | +61.9% | -59.3% | +1.2% |
| 1Y | +24.5% | +35.7% | -11.2% | +23.2% |
| 3Y | +125.8% | +78.6% | +47.2% | +121.8% |
| 5Y | +137.8% | +39.2% | +98.6% | +133.7% |
| 10Y | +221.4% | +184.0% | +37.4% | +210.8% |
| All | +816.6% | +1,015.4% | -198.9% | +786.6% |
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