-99.9%
DFNS vs GPN
-27.6%
-72.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -6.3% | -4.6% | -1.8% | -4.6% |
| 30D | -74.0% | -0.3% | -73.7% | -74.1% |
| 3M | -70.1% | +35.4% | -105.6% | -70.6% |
| 6M | -93.9% | +21.7% | -115.6% | -93.9% |
| YTD | -98.1% | +14.9% | -113.0% | -98.1% |
| 1Y | -98.3% | +3.2% | -101.5% | -98.3% |
| 3Y | -99.9% | -27.1% | -72.7% | -99.9% |
| All | -99.9% | -27.6% | -72.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling