-98.3%
DFNS vs GTLB
-3.3%
-95.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.8% |
| 7D | +4.6% | -6.6% | +11.2% | +8.2% |
| 30D | -73.9% | +13.7% | -87.6% | -76.0% |
| 3M | -71.7% | +52.9% | -124.6% | -78.0% |
| 6M | -94.6% | +88.5% | -183.1% | -96.1% |
| YTD | -98.1% | +23.4% | -121.5% | -98.7% |
| 1Y | -98.3% | -3.8% | -94.5% | -98.8% |
| All | -98.3% | -3.3% | -95.0% | -98.8% |
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