+29.3%
GPC vs DVA
+38.1%
-8.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | +0.2% | +2.2% | -2.0% | -0.1% |
| 30D | -0.4% | -2.0% | +1.6% | -0.1% |
| 3M | +39.2% | -6.3% | +45.4% | +40.1% |
| 6M | +18.2% | +19.4% | -1.2% | +14.7% |
| YTD | +12.1% | +58.5% | -46.4% | +4.2% |
| 1Y | -0.7% | +33.9% | -34.5% | -5.5% |
| 3Y | -1.7% | +88.4% | -90.1% | -10.4% |
| 5Y | +29.3% | +39.5% | -10.2% | +27.0% |
| All | +29.3% | +38.1% | -8.8% | +27.0% |
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