-99.9%
DFNS vs GPN
-46.4%
-53.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.2% |
| 7D | -3.3% | -3.5% | +0.2% | -2.6% |
| 30D | -73.1% | +3.1% | -76.2% | -73.4% |
| 3M | -71.4% | +42.3% | -113.7% | -71.7% |
| 6M | -93.8% | +20.9% | -114.7% | -93.9% |
| YTD | -98.0% | +15.2% | -113.3% | -98.1% |
| 1Y | -98.2% | +5.4% | -103.6% | -98.2% |
| 3Y | -99.9% | -27.4% | -72.5% | -99.9% |
| 5Y | -99.9% | -44.2% | -55.7% | -99.9% |
| All | -99.9% | -46.4% | -53.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling