-99.9%
DFNS vs GFS
-20.2%
-79.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.8% | +2.6% | -1.8% | +0.5% |
| 30D | -73.2% | -16.4% | -56.8% | -72.6% |
| 3M | -72.4% | -41.6% | -30.9% | -69.8% |
| 6M | -95.2% | -3.7% | -91.5% | -95.3% |
| YTD | -98.0% | +29.3% | -127.3% | -98.1% |
| 1Y | -98.3% | +37.1% | -135.4% | -98.4% |
| 3Y | -99.9% | -22.1% | -77.7% | -99.9% |
| All | -99.9% | -20.2% | -79.7% | -99.9% |
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