-99.6%
DFNS vs GPC
+6.5%
-106.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.7% | -20.1% | -19.8% |
| 7D | -27.7% | +4.1% | -31.8% | -30.5% |
| 30D | -58.0% | +0.1% | -58.1% | -58.3% |
| 3M | -94.0% | -3.9% | -90.1% | -93.9% |
| 6M | -94.6% | +24.4% | -119.0% | -95.3% |
| YTD | -99.4% | +5.7% | -105.1% | -99.5% |
| 1Y | -99.6% | +6.8% | -106.4% | -99.7% |
| All | -99.6% | +6.5% | -106.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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