-99.9%
DFNS vs GLXY
-38.3%
-61.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -5.3% |
| 7D | -42.8% | -0.5% | -42.3% | -42.5% |
| 30D | -67.6% | -28.6% | -38.9% | -63.6% |
| 3M | -94.9% | -28.1% | -66.8% | -94.2% |
| 6M | -96.7% | -52.0% | -44.7% | -95.8% |
| YTD | -99.6% | -35.1% | -64.5% | -99.6% |
| 1Y | -99.7% | -54.0% | -45.7% | -99.7% |
| All | -99.9% | -38.3% | -61.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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