-99.9%
DFNS vs GFI
+374.2%
-474.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | +0.8% | +5.7% | -4.9% | +0.9% |
| 30D | -73.2% | +15.6% | -88.8% | -73.1% |
| 3M | -72.4% | +31.5% | -104.0% | -72.5% |
| 6M | -95.2% | -3.7% | -91.5% | -95.4% |
| YTD | -98.0% | +11.2% | -109.2% | -98.0% |
| 1Y | -98.3% | +36.4% | -134.6% | -98.2% |
| 3Y | -99.9% | +313.5% | -413.4% | -99.8% |
| 5Y | -99.9% | +528.0% | -627.9% | -99.8% |
| All | -99.9% | +374.2% | -474.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling