-100.0%
DFNS vs GTLB
-49.8%
-50.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.1% | -19.3% | -19.3% |
| 7D | -12.7% | -3.5% | -9.2% | -12.4% |
| 30D | -65.2% | -9.0% | -56.2% | -64.9% |
| 3M | -94.6% | +15.9% | -110.4% | -94.6% |
| 6M | -96.2% | +104.9% | -201.1% | -96.4% |
| YTD | -99.6% | +26.0% | -125.6% | -99.6% |
| 1Y | -99.7% | +1.8% | -101.5% | -99.7% |
| 3Y | -100.0% | +6.0% | -106.0% | -100.0% |
| 5Y | -100.0% | -62.2% | -37.8% | -100.0% |
| All | -100.0% | -49.8% | -50.1% | -100.0% |
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