-99.7%
DFNS vs GAP
-12.4%
-87.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.9% |
| 7D | -6.0% | -1.9% | -4.1% | -5.0% |
| 30D | -71.2% | -7.1% | -64.1% | -69.8% |
| 3M | -94.5% | +4.1% | -98.6% | -95.0% |
| 6M | -96.5% | +1.9% | -98.5% | -96.9% |
| YTD | -99.6% | -15.2% | -84.4% | -99.6% |
| 1Y | -99.7% | -10.6% | -89.1% | -99.7% |
| All | -99.7% | -12.4% | -87.3% | -99.7% |
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