-98.3%
DFNS vs GAP
-8.8%
-89.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | -0.1% | -1.3% |
| 7D | +4.6% | -3.2% | +7.8% | +7.2% |
| 30D | -73.9% | -0.7% | -73.2% | -74.6% |
| 3M | -71.7% | -0.5% | -71.2% | -72.9% |
| 6M | -94.6% | -5.0% | -89.6% | -94.9% |
| YTD | -98.1% | -14.7% | -83.4% | -98.1% |
| 1Y | -98.3% | -8.6% | -89.7% | -98.5% |
| All | -98.3% | -8.8% | -89.5% | -98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling