-98.3%
DFNS vs GRMN
+15.7%
-114.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -1.2% |
| 7D | +4.6% | -1.4% | +6.0% | +8.8% |
| 30D | -73.9% | -13.1% | -60.8% | -60.7% |
| 3M | -71.7% | +14.9% | -86.6% | -68.9% |
| 6M | -94.6% | +13.1% | -107.7% | -94.0% |
| YTD | -98.1% | +35.3% | -133.4% | -98.3% |
| 1Y | -98.3% | +16.0% | -114.3% | -98.3% |
| All | -98.3% | +15.7% | -114.0% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling