+185.8%
GS vs DVA
+139.6%
+46.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -3.2% | +2.1% | -5.3% | -3.4% |
| 30D | -2.4% | +8.2% | -10.7% | -2.9% |
| 3M | -15.7% | +5.9% | -21.7% | -16.1% |
| 6M | -6.8% | -1.3% | -5.5% | -7.3% |
| YTD | -0.1% | +68.4% | -68.5% | -7.0% |
| 1Y | +12.1% | +57.5% | -45.4% | +5.4% |
| 3Y | +185.8% | +142.3% | +43.5% | +145.1% |
| All | +185.8% | +139.6% | +46.1% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling