-99.6%
DFNS vs GPN
+20.6%
-120.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.9% | -16.4% | -16.3% |
| 7D | -27.7% | +15.0% | -42.7% | -39.4% |
| 30D | -58.0% | +16.9% | -74.9% | -65.4% |
| 3M | -94.0% | +9.2% | -103.2% | -94.8% |
| 6M | -94.6% | +34.7% | -129.3% | -95.5% |
| YTD | -99.4% | +25.4% | -124.8% | -99.5% |
| 1Y | -99.6% | +21.7% | -121.4% | -99.7% |
| All | -99.6% | +20.6% | -120.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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