-98.3%
DFNS vs GNRC
+0.9%
-99.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -3.1% |
| 7D | -6.3% | -0.2% | -6.2% | -6.3% |
| 30D | -74.0% | -15.7% | -58.2% | -73.1% |
| 3M | -70.1% | -27.3% | -42.8% | -66.3% |
| 6M | -93.9% | -12.1% | -81.9% | -93.7% |
| YTD | -98.1% | +37.1% | -135.2% | -98.6% |
| 1Y | -98.3% | -0.5% | -97.8% | -98.4% |
| All | -98.3% | +0.9% | -99.2% | -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