+155.6%
GS vs DVA
+64.3%
+91.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +5.9% | -8.8% | +14.6% | +6.9% |
| 30D | +4.3% | -3.4% | +7.7% | +4.6% |
| 3M | -11.7% | -2.6% | -9.1% | -11.6% |
| 6M | -3.2% | -11.9% | +8.7% | -2.6% |
| YTD | +5.8% | +53.6% | -47.8% | -2.7% |
| 1Y | +16.0% | +41.9% | -25.8% | +8.1% |
| 3Y | +199.8% | +97.5% | +102.2% | +160.5% |
| All | +155.6% | +64.3% | +91.3% | +131.8% |
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 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