-100.0%
DFNS vs GFS
-19.0%
-80.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.0% |
| 7D | -6.0% | +7.4% | -13.3% | -7.1% |
| 30D | -71.2% | -15.3% | -55.9% | -70.3% |
| 3M | -94.5% | -21.1% | -73.4% | -94.3% |
| 6M | -96.5% | -44.5% | -52.1% | -96.2% |
| YTD | -99.6% | +19.2% | -118.9% | -99.6% |
| 1Y | -99.7% | +27.2% | -126.9% | -99.7% |
| 3Y | -100.0% | -20.1% | -79.8% | -100.0% |
| All | -100.0% | -19.0% | -80.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling