-99.9%
DFNS vs GH
+98.8%
-198.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.5% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | -73.9% | -2.6% | -71.2% | -74.0% |
| 3M | -71.7% | +25.1% | -96.8% | -70.6% |
| 6M | -94.6% | +78.5% | -173.1% | -94.1% |
| YTD | -98.1% | +59.4% | -157.4% | -98.0% |
| 1Y | -98.3% | +173.9% | -272.2% | -98.0% |
| 3Y | -99.9% | +382.7% | -482.6% | -99.8% |
| 5Y | -99.9% | +24.4% | -124.3% | -99.8% |
| All | -99.9% | +98.8% | -198.6% | -99.8% |
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