-10.3%
GTLB vs DVA
+89.4%
-99.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.1% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +12.3% | +1.7% | +10.6% | +12.3% |
| 3M | +65.9% | -8.7% | +74.6% | +66.2% |
| 6M | +104.0% | +19.7% | +84.3% | +102.7% |
| YTD | +26.0% | +59.6% | -33.6% | +20.8% |
| 1Y | -3.5% | +37.1% | -40.6% | -4.9% |
| All | -10.3% | +89.4% | -99.7% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling