-100.0%
DFNS vs GH
+85.2%
-185.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -5.7% |
| 7D | -6.0% | +0.6% | -6.5% | -5.9% |
| 30D | -71.2% | -6.9% | -64.3% | -71.5% |
| 3M | -94.5% | -4.9% | -89.6% | -94.6% |
| 6M | -96.5% | +54.1% | -150.6% | -96.3% |
| YTD | -99.6% | +48.5% | -148.1% | -99.6% |
| 1Y | -99.7% | +61.2% | -160.8% | -99.7% |
| 3Y | -100.0% | +570.3% | -670.3% | -100.0% |
| 5Y | -100.0% | +46.1% | -146.1% | -100.0% |
| All | -100.0% | +85.2% | -185.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling