-100.0%
DFNS vs GGLL
+210.8%
-310.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.2% |
| 7D | -6.0% | +7.7% | -13.6% | -7.1% |
| 30D | -71.2% | -30.2% | -41.0% | -69.7% |
| 3M | -94.5% | -31.3% | -63.3% | -94.2% |
| 6M | -96.5% | -52.1% | -44.5% | -96.4% |
| YTD | -99.6% | -25.9% | -73.8% | -99.6% |
| 1Y | -99.7% | -8.5% | -91.2% | -99.7% |
| 3Y | -100.0% | +165.5% | -265.5% | -100.0% |
| All | -100.0% | +210.8% | -310.7% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling