+87.4%
GPC vs DVA
+186.3%
-98.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.5% |
| 7D | -0.6% | +2.0% | -2.6% | -1.1% |
| 30D | +1.3% | -0.4% | +1.7% | +1.4% |
| 3M | +37.1% | -7.7% | +44.8% | +38.8% |
| 6M | +23.2% | +20.0% | +3.2% | +16.8% |
| YTD | +13.1% | +61.1% | -48.0% | -0.7% |
| 1Y | +0.9% | +33.9% | -33.0% | -7.5% |
| 3Y | -0.8% | +91.5% | -92.3% | -18.7% |
| 5Y | +31.1% | +41.8% | -10.7% | +13.8% |
| 10Y | +87.4% | +187.5% | -100.1% | +28.3% |
| All | +87.4% | +186.3% | -98.9% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling