+2,064.0%
GS vs DVN
+372.7%
+1,691.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +0.9% | +1.5% | -0.6% | +0.4% |
| 30D | -1.6% | +14.2% | -15.8% | -5.7% |
| 3M | -4.5% | +5.2% | -9.7% | -6.8% |
| 6M | +20.9% | +11.9% | +9.0% | +14.5% |
| YTD | +19.9% | +32.8% | -12.9% | +7.0% |
| 1Y | +41.4% | +38.6% | +2.8% | +23.9% |
| 3Y | +239.2% | +0.5% | +238.6% | +221.6% |
| 5Y | +185.0% | +111.0% | +74.0% | +99.6% |
| 10Y | +655.0% | +56.1% | +598.8% | +374.3% |
| All | +2,064.0% | +372.7% | +1,691.3% | +1,128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling