+1,321.9%
GPC vs DVA
+5,194.7%
-3,872.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.2% | +1.8% | -0.6% | +1.0% |
| 30D | +6.0% | -2.5% | +8.5% | +6.3% |
| 3M | +42.6% | -4.3% | +46.9% | +43.1% |
| 6M | +22.8% | +18.9% | +3.9% | +19.5% |
| YTD | +15.5% | +61.9% | -46.5% | +7.9% |
| 1Y | +2.0% | +35.7% | -33.7% | -2.6% |
| 3Y | -1.4% | +78.6% | -80.1% | -9.9% |
| 5Y | +30.6% | +39.2% | -8.6% | +21.0% |
| 10Y | +80.6% | +184.0% | -103.4% | +53.0% |
| All | +1,321.9% | +5,194.7% | -3,872.8% | +939.8% |
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