-99.6%
DFNS vs GH
+80.5%
-180.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.7% | -14.7% | -17.3% |
| 7D | -27.7% | -7.7% | -20.0% | -26.0% |
| 30D | -58.0% | -10.0% | -48.0% | -56.8% |
| 3M | -94.0% | +5.5% | -99.5% | -94.1% |
| 6M | -94.6% | +84.9% | -179.5% | -96.3% |
| YTD | -99.4% | +65.0% | -164.5% | -99.6% |
| 1Y | -99.6% | +71.8% | -171.4% | -99.7% |
| All | -99.6% | +80.5% | -180.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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