-94.1%
DFNS vs GFS
-26.1%
-68.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.3% | +12.5% | +12.6% |
| 7D | -37.0% | -5.3% | -31.7% | -31.8% |
| 30D | -63.4% | -15.8% | -47.6% | -55.3% |
| 3M | -94.1% | -18.6% | -75.4% | -91.5% |
| All | -94.1% | -26.1% | -68.0% | -91.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling