+2,494.6%
GPN vs DVA
+2,932.7%
-438.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +3.1% | +1.7% | +1.5% | +2.6% |
| 3M | +42.3% | -8.7% | +51.0% | +45.0% |
| 6M | +20.9% | +19.7% | +1.2% | +12.6% |
| YTD | +15.2% | +59.6% | -44.4% | -3.1% |
| 1Y | +5.4% | +37.1% | -31.7% | -7.2% |
| 3Y | -27.4% | +89.8% | -117.2% | -44.3% |
| 5Y | -44.2% | +47.4% | -91.6% | -55.3% |
| 10Y | +27.4% | +184.9% | -157.5% | -21.1% |
| All | +2,494.6% | +2,932.7% | -438.1% | +833.9% |
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