-99.9%
DFNS vs GPC
+89.2%
-189.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | -16.0% | +1.2% | -17.2% | -16.0% |
| 30D | -77.7% | +6.0% | -83.7% | -77.7% |
| 3M | -77.2% | +42.6% | -119.8% | -76.2% |
| 6M | -95.2% | +22.8% | -117.9% | -95.1% |
| YTD | -98.0% | +15.5% | -113.4% | -97.9% |
| 1Y | -98.3% | +2.0% | -100.3% | -98.3% |
| 3Y | -99.9% | -1.4% | -98.4% | -99.9% |
| 5Y | -99.9% | +30.6% | -130.5% | -99.9% |
| All | -99.9% | +89.2% | -189.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling