-98.3%
DFNS vs GD
+13.1%
-111.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | -16.0% | -5.3% | -10.7% | -15.9% |
| 30D | -77.7% | -6.4% | -71.3% | -77.7% |
| 3M | -77.2% | +5.7% | -82.9% | -79.6% |
| 6M | -95.2% | -0.9% | -94.2% | -95.1% |
| YTD | -98.0% | +8.2% | -106.1% | -98.1% |
| 1Y | -98.3% | +13.4% | -111.7% | -98.4% |
| All | -98.3% | +13.1% | -111.4% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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