-57.2%
GME vs DVA
+40.8%
-98.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +8.3% | +1.7% | +6.7% | +8.1% |
| 3M | -9.1% | -8.7% | -0.4% | -8.3% |
| 6M | -16.3% | +19.7% | -36.0% | -18.1% |
| YTD | +1.5% | +59.6% | -58.1% | -4.2% |
| 1Y | -16.3% | +37.1% | -53.4% | -19.5% |
| 3Y | +15.1% | +89.8% | -74.6% | +0.4% |
| 5Y | -57.2% | +47.4% | -104.5% | -59.0% |
| All | -57.2% | +40.8% | -98.0% | -59.0% |
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