-99.9%
DFNS vs GFS
-3.7%
-96.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -16.0% | +1.0% | -17.0% | -16.0% |
| 30D | -77.7% | -8.6% | -69.1% | -77.5% |
| 3M | -77.2% | -46.5% | -30.6% | -75.8% |
| 6M | -95.2% | -4.8% | -90.4% | -95.2% |
| YTD | -98.0% | +29.7% | -127.6% | -98.0% |
| 1Y | -98.3% | +35.8% | -134.1% | -98.3% |
| 3Y | -99.9% | -18.3% | -81.5% | -99.9% |
| All | -99.9% | -3.7% | -96.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling