+24.3%
GME vs DVA
+89.6%
-65.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +10.4% | -1.3% | +11.7% | +10.4% |
| 30D | +14.1% | 0.0% | +14.1% | +14.1% |
| 3M | -4.6% | -10.9% | +6.3% | -4.2% |
| 6M | -13.5% | +17.3% | -30.8% | -13.3% |
| YTD | +5.3% | +59.8% | -54.5% | +5.8% |
| 1Y | -14.9% | +36.3% | -51.1% | -14.1% |
| 3Y | +24.3% | +88.6% | -64.3% | +16.7% |
| All | +24.3% | +89.6% | -65.4% | +16.7% |
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 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