-99.9%
DFNS vs GIS
-33.5%
-66.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.6% |
| 7D | +0.8% | -8.3% | +9.1% | -3.3% |
| 30D | -73.2% | +2.2% | -75.4% | -72.8% |
| 3M | -72.4% | +15.7% | -88.1% | -69.6% |
| 6M | -95.2% | -12.0% | -83.3% | -95.7% |
| YTD | -98.0% | -15.0% | -83.0% | -98.3% |
| 1Y | -98.3% | -20.1% | -78.1% | -98.6% |
| 3Y | -99.9% | -34.6% | -65.3% | -99.9% |
| All | -99.9% | -33.5% | -66.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling