+76.9%
GRMN vs DVA
+46.6%
+30.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -12.1% | +1.7% | -13.8% | -12.2% |
| 3M | +18.0% | -8.7% | +26.7% | +18.7% |
| 6M | +13.7% | +19.7% | -5.9% | +11.3% |
| YTD | +35.3% | +59.6% | -24.3% | +28.3% |
| 1Y | +17.2% | +37.1% | -19.9% | +13.0% |
| 3Y | +179.6% | +89.8% | +89.8% | +152.5% |
| All | +76.9% | +46.6% | +30.3% | +66.5% |
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