-99.7%
DFNS vs GGLL
-19.1%
-80.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +13.2% |
| 7D | -37.0% | +5.1% | -42.1% | -39.6% |
| 30D | -63.4% | -35.5% | -27.9% | -51.2% |
| 3M | -94.1% | -39.2% | -54.9% | -91.9% |
| 6M | -96.3% | -54.4% | -41.9% | -95.1% |
| YTD | -99.6% | -29.8% | -69.7% | -99.5% |
| All | -99.7% | -19.1% | -80.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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