-100.0%
DFNS vs GD
+54.3%
-154.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.6% | -11.6% | -12.4% |
| 7D | -44.0% | -5.0% | -39.0% | -45.2% |
| 30D | -69.1% | +8.9% | -78.0% | -68.0% |
| 3M | -95.6% | -8.0% | -87.6% | -95.7% |
| 6M | -96.2% | +2.9% | -99.1% | -96.2% |
| YTD | -99.6% | +7.1% | -106.7% | -99.6% |
| 1Y | -99.7% | +5.9% | -105.7% | -99.7% |
| 3Y | -100.0% | +53.9% | -153.8% | -100.0% |
| All | -100.0% | +54.3% | -154.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling