-99.9%
DFNS vs GNRC
+39.8%
-139.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.7% |
| 7D | +0.8% | +4.8% | -4.1% | +1.1% |
| 30D | -73.2% | -10.4% | -62.9% | -73.4% |
| 3M | -72.4% | -28.5% | -44.0% | -72.5% |
| 6M | -95.2% | -6.8% | -88.4% | -95.2% |
| YTD | -98.0% | +39.5% | -137.5% | -97.9% |
| 1Y | -98.3% | +3.4% | -101.6% | -98.2% |
| 3Y | -99.9% | +65.1% | -165.0% | -99.9% |
| 5Y | -99.9% | -57.1% | -42.8% | -99.9% |
| All | -99.9% | +39.8% | -139.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling