-54.6%
GTLB vs DVA
+62.7%
-117.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.2% | -5.1% |
| 7D | +4.6% | +2.2% | +2.3% | +4.3% |
| 30D | +21.0% | -2.0% | +23.0% | +21.3% |
| 3M | +51.7% | -6.3% | +58.0% | +52.5% |
| 6M | +89.3% | +19.4% | +69.8% | +82.1% |
| YTD | +25.6% | +58.5% | -32.9% | +12.6% |
| 1Y | -1.5% | +33.9% | -35.4% | -8.1% |
| 3Y | -9.9% | +88.4% | -98.4% | -25.2% |
| All | -54.6% | +62.7% | -117.3% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling