-99.6%
DFNS vs GFI
+6.9%
-106.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.3% | -24.7% | -20.9% |
| 7D | -27.7% | +1.4% | -29.1% | -28.6% |
| 30D | -58.0% | +3.0% | -60.9% | -59.1% |
| 3M | -94.0% | +10.2% | -104.2% | -94.4% |
| 6M | -94.6% | -10.1% | -84.5% | -94.8% |
| YTD | -99.4% | -11.4% | -88.0% | -99.5% |
| 1Y | -99.6% | +8.4% | -108.1% | -99.7% |
| All | -99.6% | +6.9% | -106.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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