+0.9%
GPC vs DVA
+36.0%
-35.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.7% |
| 7D | -0.6% | +2.0% | -2.6% | -0.9% |
| 30D | +1.3% | -0.4% | +1.7% | +1.3% |
| 3M | +37.1% | -7.7% | +44.8% | +38.1% |
| 6M | +23.2% | +20.0% | +3.2% | +19.9% |
| YTD | +13.1% | +61.1% | -48.0% | +5.3% |
| 1Y | +0.9% | +33.9% | -33.0% | -3.1% |
| All | +0.9% | +36.0% | -35.2% | -3.1% |
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