-100.0%
DFNS vs GAP
+117.9%
-217.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.2% | +14.0% | +12.9% |
| 7D | -37.0% | -0.1% | -36.9% | -36.9% |
| 30D | -63.4% | -5.4% | -58.0% | -63.3% |
| 3M | -94.1% | +2.9% | -97.0% | -94.1% |
| 6M | -96.3% | -4.4% | -91.9% | -96.3% |
| YTD | -99.6% | -11.6% | -88.0% | -99.6% |
| 1Y | -99.7% | -6.0% | -93.7% | -99.7% |
| 3Y | -100.0% | +78.0% | -178.0% | -100.0% |
| 5Y | -100.0% | +8.5% | -108.5% | -100.0% |
| All | -100.0% | +117.9% | -217.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling