+14.7%
GTLB vs DVA
+35.1%
-20.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.3% |
| 7D | +11.1% | +1.8% | +9.2% | +11.4% |
| 30D | +37.8% | -2.5% | +40.3% | +37.1% |
| 3M | +61.6% | -4.3% | +65.8% | +62.3% |
| 6M | +98.9% | +18.9% | +80.1% | +112.8% |
| YTD | +32.8% | +61.9% | -29.2% | +52.9% |
| 1Y | +14.7% | +35.7% | -21.1% | +28.4% |
| All | +14.7% | +35.1% | -20.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling