-100.0%
DFNS vs GPC
+4.3%
-104.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.5% |
| 7D | -6.0% | +0.4% | -6.4% | -6.0% |
| 30D | -71.2% | -6.3% | -64.9% | -71.2% |
| 3M | -94.5% | -8.2% | -86.4% | -94.5% |
| 6M | -96.5% | +27.1% | -123.6% | -96.4% |
| YTD | -99.6% | +3.1% | -102.8% | -99.6% |
| 1Y | -99.7% | +0.1% | -99.8% | -99.7% |
| 3Y | -100.0% | +0.2% | -100.2% | -100.0% |
| All | -100.0% | +4.3% | -104.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling