-99.9%
DFNS vs GFI
+515.1%
-615.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.5% |
| 7D | -3.3% | -5.1% | +1.8% | -3.5% |
| 30D | -73.1% | +13.4% | -86.5% | -72.9% |
| 3M | -71.4% | +36.2% | -107.6% | -71.2% |
| 6M | -93.8% | -9.8% | -84.0% | -94.1% |
| YTD | -98.0% | +7.7% | -105.7% | -98.1% |
| 1Y | -98.2% | +27.2% | -125.4% | -98.1% |
| 3Y | -99.9% | +300.3% | -400.2% | -99.8% |
| 5Y | -99.9% | +539.8% | -639.6% | -99.8% |
| All | -99.9% | +515.1% | -615.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling