+6.8%
GPC vs DVA
+62.2%
-55.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.0% | +0.9% |
| 7D | +4.1% | +4.7% | -0.6% | +3.4% |
| 30D | +0.1% | +7.8% | -7.7% | -0.9% |
| 3M | -3.9% | -15.5% | +11.6% | -2.4% |
| 6M | +24.4% | +25.0% | -0.6% | +20.4% |
| YTD | +5.7% | +69.6% | -63.9% | -1.3% |
| 1Y | +6.8% | +60.6% | -53.8% | +2.7% |
| All | +6.8% | +62.2% | -55.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling