-95.4%
DFNS vs GH
+61.3%
-156.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.7% |
| 7D | -13.0% | -8.2% | -4.8% | -12.4% |
| 30D | -56.9% | -4.9% | -51.9% | -56.2% |
| 3M | -93.2% | -6.2% | -87.0% | -93.0% |
| 6M | -95.4% | +60.0% | -155.5% | -96.2% |
| All | -95.4% | +61.3% | -156.8% | -96.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling