-100.0%
DFNS vs GIS
-31.8%
-68.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -4.8% |
| 7D | -6.0% | -3.4% | -2.6% | -6.9% |
| 30D | -71.2% | +6.9% | -78.1% | -70.5% |
| 3M | -94.5% | -10.1% | -84.4% | -94.6% |
| 6M | -96.5% | +5.9% | -102.4% | -96.4% |
| YTD | -99.6% | -21.1% | -78.5% | -99.7% |
| 1Y | -99.7% | -22.5% | -77.2% | -99.7% |
| 3Y | -100.0% | -39.0% | -61.0% | -100.0% |
| 5Y | -100.0% | -33.3% | -66.6% | -100.0% |
| All | -100.0% | -31.8% | -68.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling