-99.9%
DFNS vs GTLB
-50.1%
-49.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | -6.3% | -5.7% | -0.6% | -6.0% |
| 30D | -74.0% | +15.1% | -89.1% | -74.3% |
| 3M | -70.1% | +65.5% | -135.6% | -71.1% |
| 6M | -93.9% | +102.9% | -196.8% | -94.1% |
| YTD | -98.1% | +25.2% | -123.3% | -98.2% |
| 1Y | -98.3% | -5.5% | -92.8% | -98.4% |
| 3Y | -99.9% | -10.9% | -89.0% | -99.9% |
| All | -99.9% | -50.1% | -49.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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