-98.2%
DFNS vs GFS
+42.7%
-140.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -3.3% | +3.2% | -6.6% | -3.8% |
| 30D | -73.1% | -9.6% | -63.5% | -72.7% |
| 3M | -71.4% | -38.5% | -32.9% | -67.4% |
| 6M | -93.8% | -1.3% | -92.6% | -94.3% |
| YTD | -98.0% | +31.8% | -129.9% | -98.5% |
| 1Y | -98.2% | +44.6% | -142.7% | -98.7% |
| All | -98.2% | +42.7% | -140.8% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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