-98.3%
DFNS vs GNRC
+6.8%
-105.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | -16.0% | +1.9% | -17.9% | -16.2% |
| 30D | -77.7% | -13.8% | -63.9% | -77.0% |
| 3M | -77.2% | -32.6% | -44.5% | -73.4% |
| 6M | -95.2% | -15.2% | -80.0% | -94.9% |
| YTD | -98.0% | +37.4% | -135.4% | -98.5% |
| 1Y | -98.3% | +5.1% | -103.4% | -98.4% |
| All | -98.3% | +6.8% | -105.0% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling