-99.9%
DFNS vs GFI
+353.2%
-453.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.6% |
| 7D | -6.3% | -4.9% | -1.5% | -6.5% |
| 30D | -74.0% | +10.7% | -84.7% | -73.9% |
| 3M | -70.1% | +25.6% | -95.8% | -70.3% |
| 6M | -93.9% | -8.3% | -85.7% | -94.1% |
| YTD | -98.1% | +6.3% | -104.4% | -98.1% |
| 1Y | -98.3% | +22.1% | -120.4% | -98.3% |
| 3Y | -99.9% | +289.2% | -389.1% | -99.8% |
| 5Y | -99.9% | +531.7% | -631.5% | -99.8% |
| All | -99.9% | +353.2% | -453.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling