+25.7%
GPN vs DVA
+187.8%
-162.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.3% | -1.3% | -3.0% | -4.0% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | +35.8% | -10.9% | +46.7% | +38.9% |
| 6M | +22.0% | +17.3% | +4.7% | +15.1% |
| YTD | +15.2% | +59.8% | -44.6% | -1.8% |
| 1Y | +3.5% | +36.3% | -32.8% | -7.5% |
| 3Y | -26.9% | +88.6% | -115.5% | -43.1% |
| 5Y | -44.2% | +47.5% | -91.8% | -54.4% |
| All | +25.7% | +187.8% | -162.1% | -15.2% |
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 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