+642.6%
GS vs DVA
+178.6%
+464.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +3.4% | +2.2% | +1.2% | +2.9% |
| 30D | +0.2% | -2.0% | +2.2% | +0.6% |
| 3M | -0.3% | -6.3% | +5.9% | +0.2% |
| 6M | +27.4% | +19.4% | +7.9% | +19.9% |
| YTD | +19.6% | +58.5% | -38.8% | +3.7% |
| 1Y | +42.5% | +33.9% | +8.6% | +28.8% |
| 3Y | +240.4% | +88.4% | +152.0% | +171.0% |
| 5Y | +188.9% | +39.5% | +149.4% | +144.7% |
| 10Y | +642.6% | +179.5% | +463.1% | +386.8% |
| All | +642.6% | +178.6% | +464.0% | +386.8% |
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 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