-100.0%
DFNS vs GPC
+1.0%
-101.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.3% | -10.9% | -12.2% |
| 7D | -44.0% | +1.6% | -45.6% | -44.0% |
| 30D | -69.1% | -2.1% | -67.0% | -69.1% |
| 3M | -95.6% | -6.8% | -88.8% | -95.6% |
| 6M | -96.2% | +18.6% | -114.8% | -95.9% |
| YTD | -99.6% | +2.7% | -102.3% | -99.6% |
| 1Y | -99.7% | +1.8% | -101.5% | -99.7% |
| 3Y | -100.0% | +1.1% | -101.0% | -100.0% |
| All | -100.0% | +1.0% | -101.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling