+478.5%
GS vs DVN
+46.2%
+432.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | +0.8% | -12.8% | +13.6% | +4.6% |
| 30D | +1.2% | -12.1% | +13.4% | +4.5% |
| 3M | -12.4% | -0.7% | -11.7% | -12.9% |
| 6M | -2.3% | -5.8% | +3.4% | -2.3% |
| YTD | +4.6% | +17.9% | -13.3% | -3.4% |
| 1Y | +17.5% | +29.0% | -11.5% | +5.4% |
| 3Y | +202.0% | +6.0% | +196.1% | +181.5% |
| 5Y | +152.4% | +22.1% | +130.2% | +111.2% |
| 10Y | +478.5% | +40.5% | +438.0% | +241.3% |
| All | +478.5% | +46.2% | +432.4% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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