-36.9%
GLXY vs DVA
+21.3%
-58.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.2% |
| 7D | +5.3% | -8.8% | +14.0% | +3.4% |
| 30D | -19.8% | -3.4% | -16.4% | -19.9% |
| 3M | -31.4% | -2.6% | -28.8% | -31.3% |
| 6M | -53.3% | -11.9% | -41.4% | -53.2% |
| YTD | -35.7% | +53.6% | -89.3% | -19.6% |
| 1Y | -47.2% | +41.9% | -89.1% | -32.7% |
| All | -36.9% | +21.3% | -58.2% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling