-100.0%
DFNS vs GRMN
+155.8%
-255.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.2% |
| 7D | -6.0% | -0.9% | -5.1% | -5.6% |
| 30D | -71.2% | +1.2% | -72.4% | -71.3% |
| 3M | -94.5% | -8.9% | -85.6% | -94.4% |
| 6M | -96.5% | +23.0% | -119.5% | -96.3% |
| YTD | -99.6% | +41.2% | -140.9% | -99.6% |
| 1Y | -99.7% | +47.5% | -147.2% | -99.6% |
| 3Y | -100.0% | +155.8% | -255.7% | -100.0% |
| All | -100.0% | +155.8% | -255.8% | -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 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