-99.9%
DFNS vs GNRC
-60.2%
-39.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.4% |
| 7D | -3.3% | -0.7% | -2.6% | -3.4% |
| 30D | -73.1% | -15.8% | -57.3% | -73.4% |
| 3M | -71.4% | -24.0% | -47.4% | -71.4% |
| 6M | -93.8% | -13.8% | -80.1% | -93.8% |
| YTD | -98.0% | +33.2% | -131.3% | -98.0% |
| 1Y | -98.2% | -1.8% | -96.4% | -98.1% |
| 3Y | -99.9% | +57.7% | -157.6% | -99.9% |
| 5Y | -99.9% | -59.7% | -40.1% | -99.9% |
| All | -99.9% | -60.2% | -39.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling