-99.9%
DFNS vs GRMN
+184.1%
-284.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -16.0% | -2.9% | -13.1% | -15.3% |
| 30D | -77.7% | -8.4% | -69.3% | -77.2% |
| 3M | -77.2% | +15.0% | -92.2% | -75.9% |
| 6M | -95.2% | +11.2% | -106.4% | -95.0% |
| YTD | -98.0% | +37.7% | -135.7% | -97.6% |
| 1Y | -98.3% | +18.5% | -116.7% | -98.2% |
| All | -99.9% | +184.1% | -284.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling