-100.0%
DFNS vs GIS
-33.4%
-66.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.0% | -17.3% | -19.9% |
| 7D | -12.7% | -8.1% | -4.6% | -14.9% |
| 30D | -65.2% | +5.3% | -70.5% | -64.6% |
| 3M | -94.6% | -10.5% | -84.0% | -94.7% |
| 6M | -96.2% | +1.8% | -98.1% | -96.2% |
| YTD | -99.6% | -22.9% | -76.7% | -99.6% |
| 1Y | -99.7% | -22.9% | -76.8% | -99.7% |
| 3Y | -100.0% | -40.5% | -59.5% | -100.0% |
| 5Y | -100.0% | -34.9% | -65.1% | -100.0% |
| All | -100.0% | -33.4% | -66.6% | -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 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