+1,704.0%
GS vs DVA
+4,000.4%
-2,296.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -3.2% | +2.1% | -5.3% | -3.7% |
| 30D | -2.4% | +8.2% | -10.7% | -4.3% |
| 3M | -15.7% | +5.9% | -21.7% | -17.1% |
| 6M | -6.8% | -1.3% | -5.5% | -7.7% |
| YTD | -0.1% | +68.4% | -68.5% | -14.0% |
| 1Y | +12.1% | +57.5% | -45.4% | -2.1% |
| 3Y | +185.8% | +142.3% | +43.5% | +120.7% |
| 5Y | +140.1% | +75.0% | +65.1% | +93.3% |
| 10Y | +505.2% | +226.4% | +278.9% | +307.7% |
| All | +1,704.0% | +4,000.4% | -2,296.3% | +699.4% |
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