-100.0%
DFNS vs GAP
+10.4%
-110.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.2% |
| 7D | -42.8% | 0.0% | -42.9% | -42.8% |
| 30D | -67.6% | -4.3% | -63.2% | -67.4% |
| 3M | -94.9% | +9.4% | -104.3% | -94.9% |
| 6M | -96.7% | -3.3% | -93.5% | -96.8% |
| YTD | -99.6% | -10.5% | -89.1% | -99.6% |
| 1Y | -99.7% | -2.4% | -97.4% | -99.7% |
| 3Y | -100.0% | +80.1% | -180.1% | -100.0% |
| 5Y | -100.0% | +6.5% | -106.4% | -100.0% |
| All | -100.0% | +10.4% | -110.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling