+185.7%
GS vs DVN
+113.0%
+72.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +0.9% | +1.5% | -0.6% | +0.6% |
| 30D | -1.6% | +14.2% | -15.8% | -4.4% |
| 3M | -4.5% | +5.2% | -9.7% | -6.0% |
| 6M | +20.9% | +11.9% | +9.0% | +16.1% |
| YTD | +19.9% | +32.8% | -12.9% | +9.7% |
| 1Y | +41.4% | +38.6% | +2.8% | +27.3% |
| 3Y | +239.2% | +0.5% | +238.6% | +222.1% |
| All | +185.7% | +113.0% | +72.7% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling