-99.9%
DFNS vs GH
+22.3%
-122.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +0.8% | -2.1% | +2.9% | +0.5% |
| 30D | -73.2% | -4.5% | -68.8% | -73.5% |
| 3M | -72.4% | +28.9% | -101.3% | -71.1% |
| 6M | -95.2% | +76.5% | -171.7% | -94.8% |
| YTD | -98.0% | +57.6% | -155.6% | -97.8% |
| 1Y | -98.3% | +167.5% | -265.8% | -97.9% |
| 3Y | -99.9% | +377.4% | -477.3% | -99.8% |
| 5Y | -99.9% | +23.8% | -123.7% | -99.8% |
| All | -99.9% | +22.3% | -122.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling