-99.6%
DFNS vs GNRC
+17.5%
-117.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -9.5% | -8.8% | -16.7% |
| 7D | -27.7% | -6.0% | -21.7% | -26.6% |
| 30D | -58.0% | -12.0% | -45.9% | -57.1% |
| 3M | -94.0% | -13.4% | -80.6% | -93.9% |
| 6M | -94.6% | -26.4% | -68.2% | -93.9% |
| YTD | -99.4% | +38.8% | -138.3% | -99.6% |
| 1Y | -99.6% | +20.9% | -120.5% | -99.7% |
| All | -99.6% | +17.5% | -117.2% | -99.7% |
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