-100.0%
DFNS vs GTLB
-49.8%
-50.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.4% | +11.3% | +12.6% |
| 7D | -13.0% | -9.6% | -3.3% | -12.2% |
| 30D | -56.9% | -15.5% | -41.4% | -56.3% |
| 3M | -93.2% | +12.4% | -105.6% | -93.3% |
| 6M | -95.4% | +84.6% | -180.0% | -95.6% |
| YTD | -99.5% | +26.1% | -125.6% | -99.5% |
| 1Y | -99.6% | +1.7% | -101.3% | -99.7% |
| 3Y | -100.0% | +6.1% | -106.0% | -100.0% |
| 5Y | -100.0% | -61.1% | -38.8% | -100.0% |
| All | -100.0% | -49.8% | -50.2% | -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