+457.2%
GS vs DVA
+197.6%
+259.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.2% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | +1.7% | 0.0% | +1.6% | +1.4% |
| 3M | -11.6% | -2.4% | -9.2% | -11.5% |
| 6M | -1.9% | -9.8% | +7.8% | -1.1% |
| YTD | +5.1% | +57.8% | -52.7% | -9.2% |
| 1Y | +16.4% | +49.2% | -32.8% | +2.0% |
| 3Y | +199.0% | +116.0% | +82.9% | +129.6% |
| 5Y | +157.4% | +68.5% | +88.9% | +103.5% |
| 10Y | +457.2% | +198.9% | +258.3% | +248.6% |
| All | +457.2% | +197.6% | +259.7% | +248.6% |
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