+2,047.2%
GNRC vs DVA
+501.5%
+1,545.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -15.8% | +1.7% | -17.5% | -16.4% |
| 3M | -24.0% | -8.7% | -15.4% | -22.8% |
| 6M | -13.8% | +19.7% | -33.4% | -21.0% |
| YTD | +33.2% | +59.6% | -26.4% | +8.9% |
| 1Y | -1.8% | +37.1% | -38.9% | -15.2% |
| 3Y | +57.7% | +89.8% | -32.0% | +15.8% |
| 5Y | -59.7% | +47.4% | -107.1% | -68.8% |
| 10Y | +430.7% | +184.9% | +245.8% | +191.0% |
| All | +2,047.2% | +501.5% | +1,545.7% | +731.4% |
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