-99.9%
DFNS vs GPN
-45.8%
-54.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.8% |
| 30D | -73.2% | +3.8% | -77.1% | -73.5% |
| 3M | -72.4% | +39.2% | -111.6% | -72.7% |
| 6M | -95.2% | +17.9% | -113.1% | -95.2% |
| YTD | -98.0% | +16.4% | -114.3% | -98.0% |
| 1Y | -98.3% | +3.6% | -101.9% | -98.3% |
| 3Y | -99.9% | -26.7% | -73.2% | -99.9% |
| 5Y | -99.9% | -44.8% | -55.1% | -99.9% |
| All | -99.9% | -45.8% | -54.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling