-99.9%
DFNS vs GRMN
+209.9%
-309.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -3.3% | -1.8% | -1.5% | -3.0% |
| 30D | -73.1% | -12.1% | -61.0% | -72.5% |
| 3M | -71.4% | +18.0% | -89.4% | -69.9% |
| 6M | -93.8% | +13.7% | -107.6% | -93.6% |
| YTD | -98.0% | +35.3% | -133.3% | -97.8% |
| 1Y | -98.2% | +17.2% | -115.4% | -98.1% |
| 3Y | -99.9% | +179.6% | -279.5% | -99.9% |
| 5Y | -99.9% | +75.6% | -175.4% | -99.8% |
| All | -99.9% | +209.9% | -309.7% | -99.8% |
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