-100.0%
DFNS vs GRMN
+227.1%
-327.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.6% | -16.7% | -18.9% |
| 7D | -12.7% | -0.1% | -12.6% | -12.6% |
| 30D | -65.2% | +3.5% | -68.8% | -65.4% |
| 3M | -94.6% | -7.3% | -87.2% | -94.5% |
| 6M | -96.2% | +21.8% | -118.0% | -96.1% |
| YTD | -99.6% | +42.8% | -142.4% | -99.6% |
| 1Y | -99.7% | +46.5% | -146.2% | -99.7% |
| 3Y | -100.0% | +158.3% | -258.3% | -100.0% |
| 5Y | -100.0% | +122.6% | -222.6% | -100.0% |
| All | -100.0% | +227.1% | -327.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling