-99.6%
DFNS vs GIS
-17.8%
-81.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.2% | -23.5% | -18.4% |
| 7D | -27.7% | +8.5% | -36.1% | -28.1% |
| 30D | -58.0% | +15.3% | -73.3% | -58.3% |
| 3M | -94.0% | +0.9% | -94.9% | -94.2% |
| 6M | -94.6% | +7.9% | -102.5% | -94.6% |
| YTD | -99.4% | -17.6% | -81.9% | -99.5% |
| 1Y | -99.6% | -17.4% | -82.3% | -99.7% |
| All | -99.6% | -17.8% | -81.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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