-99.9%
DFNS vs GAP
+9.4%
-109.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | -73.2% | +9.3% | -82.6% | -73.5% |
| 3M | -72.4% | +6.1% | -78.5% | -72.7% |
| 6M | -95.2% | -2.3% | -92.9% | -95.3% |
| YTD | -98.0% | -10.6% | -87.4% | -98.0% |
| 1Y | -98.3% | -4.4% | -93.8% | -98.3% |
| 3Y | -99.9% | +118.3% | -218.2% | -99.9% |
| 5Y | -99.9% | +12.2% | -112.1% | -99.9% |
| All | -99.9% | +9.4% | -109.3% | -99.9% |
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