-99.6%
DFNS vs GTLB
+3.7%
-103.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.4% | +11.3% | +11.8% |
| 7D | -13.0% | -9.6% | -3.3% | -6.5% |
| 30D | -56.9% | -15.5% | -41.4% | -51.9% |
| 3M | -93.2% | +12.4% | -105.6% | -93.8% |
| 6M | -95.4% | +84.6% | -180.0% | -96.9% |
| YTD | -99.5% | +26.1% | -125.6% | -99.7% |
| 1Y | -99.6% | +1.7% | -101.3% | -99.8% |
| All | -99.6% | +3.7% | -103.3% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling