+10.3%
GLXY vs DVA
+27.1%
-16.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.6% | -8.7% | -6.8% |
| 7D | +4.5% | +2.0% | +2.5% | +4.9% |
| 30D | +28.8% | -0.4% | +29.2% | +28.9% |
| 3M | -23.0% | -7.7% | -15.4% | -22.7% |
| 6M | +17.0% | +20.0% | -3.0% | +26.1% |
| YTD | +12.5% | +61.1% | -48.6% | +41.0% |
| 1Y | -5.4% | +33.9% | -39.2% | +23.8% |
| All | +10.3% | +27.1% | -16.8% | +36.7% |
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