-99.9%
DFNS vs GGLL
+328.7%
-428.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -16.0% | -4.8% | -11.2% | -15.4% |
| 30D | -77.7% | -13.7% | -64.0% | -77.3% |
| 3M | -77.2% | -21.9% | -55.3% | -77.1% |
| 6M | -95.2% | +11.7% | -106.8% | -95.1% |
| YTD | -98.0% | +2.3% | -100.2% | -97.9% |
| 1Y | -98.3% | +76.2% | -174.4% | -98.1% |
| 3Y | -99.9% | +245.0% | -344.9% | -99.9% |
| All | -99.9% | +328.7% | -428.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling