-98.3%
DFNS vs GIS
-24.1%
-74.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -6.3% | -6.4% | 0.0% | -6.4% |
| 30D | -74.0% | -6.1% | -67.9% | -74.4% |
| 3M | -70.1% | +7.8% | -78.0% | -69.8% |
| 6M | -93.9% | -8.8% | -85.1% | -94.1% |
| YTD | -98.1% | -19.1% | -79.0% | -98.3% |
| 1Y | -98.3% | -24.8% | -73.5% | -98.6% |
| All | -98.3% | -24.1% | -74.2% | -98.6% |
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