+238.0%
GM vs DVA
+405.6%
-167.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | +6.1% | -10.9% | +17.0% | +8.8% |
| 6M | +15.0% | +17.3% | -2.3% | +7.0% |
| YTD | +6.0% | +59.8% | -53.8% | -11.9% |
| 1Y | +47.1% | +36.3% | +10.8% | +28.7% |
| 3Y | +170.5% | +88.6% | +81.9% | +102.9% |
| 5Y | +80.5% | +47.5% | +33.0% | +41.8% |
| 10Y | +238.7% | +185.2% | +53.5% | +88.5% |
| All | +238.0% | +405.6% | -167.6% | +22.9% |
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