-99.5%
DFNS vs GLXY
+12.0%
-111.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -16.0% | +13.4% | -29.4% | -19.5% |
| 30D | -77.7% | +38.1% | -115.8% | -79.8% |
| 3M | -77.2% | -7.3% | -69.9% | -76.7% |
| 6M | -95.2% | +8.2% | -103.4% | -95.4% |
| YTD | -98.0% | +17.8% | -115.7% | -98.2% |
| 1Y | -98.3% | +14.9% | -113.2% | -98.4% |
| All | -99.5% | +12.0% | -111.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling