-99.9%
DFNS vs GIS
-25.4%
-74.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | -0.1% |
| 7D | -16.0% | -7.8% | -8.2% | -17.9% |
| 30D | -77.7% | +6.6% | -84.3% | -77.2% |
| 3M | -77.2% | +21.0% | -98.2% | -75.5% |
| 6M | -95.2% | -9.1% | -86.1% | -95.4% |
| YTD | -98.0% | -13.6% | -84.4% | -98.1% |
| 1Y | -98.3% | -18.0% | -80.2% | -98.4% |
| 3Y | -99.9% | -33.7% | -66.2% | -99.9% |
| 5Y | -99.9% | -19.4% | -80.4% | -99.9% |
| All | -99.9% | -25.4% | -74.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling