+1,184.2%
GPC vs DVA
+5,059.1%
-3,874.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.3% |
| 7D | +0.4% | -1.6% | +1.9% | +0.5% |
| 30D | -1.8% | 0.0% | -1.8% | -1.9% |
| 3M | -6.6% | -2.4% | -4.2% | -6.4% |
| 6M | +21.3% | -9.8% | +31.1% | +22.4% |
| YTD | +4.3% | +57.8% | -53.5% | -2.3% |
| 1Y | +3.3% | +49.2% | -45.9% | -2.6% |
| 3Y | +0.8% | +116.0% | -115.3% | -9.7% |
| 5Y | +7.4% | +68.5% | -61.1% | -2.7% |
| 10Y | +79.2% | +198.9% | -119.7% | +51.1% |
| All | +1,184.2% | +5,059.1% | -3,874.9% | +841.2% |
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