+1,788.2%
GS vs DVA
+3,875.9%
-2,087.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +5.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +1.2% | +3.5% | -2.3% | +0.2% |
| 3M | -12.4% | +1.0% | -13.4% | -13.0% |
| 6M | -2.3% | -6.6% | +4.3% | -2.1% |
| YTD | +4.6% | +63.3% | -58.7% | -9.4% |
| 1Y | +17.5% | +50.0% | -32.5% | +3.8% |
| 3Y | +202.0% | +120.1% | +82.0% | +138.6% |
| 5Y | +152.4% | +73.7% | +78.7% | +103.3% |
| 10Y | +478.5% | +212.7% | +265.8% | +293.2% |
| All | +1,788.2% | +3,875.9% | -2,087.7% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling