-54.8%
GTLB vs DVA
+64.1%
-118.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | +15.1% | 0.0% | +15.1% | +15.1% |
| 3M | +65.5% | -10.9% | +76.4% | +67.5% |
| 6M | +102.9% | +17.3% | +85.6% | +95.9% |
| YTD | +25.2% | +59.8% | -34.6% | +12.1% |
| 1Y | -5.5% | +36.3% | -41.8% | -12.1% |
| 3Y | -10.9% | +88.6% | -99.5% | -25.9% |
| All | -54.8% | +64.1% | -118.8% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling