-100.0%
DFNS vs GTLB
-64.0%
-36.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.8% |
| 7D | -42.8% | -9.6% | -33.2% | -42.3% |
| 30D | -67.6% | -14.5% | -53.1% | -67.1% |
| 3M | -94.9% | +20.9% | -115.8% | -94.9% |
| 6M | -96.7% | +81.4% | -178.1% | -96.8% |
| YTD | -99.6% | +25.6% | -125.2% | -99.6% |
| 1Y | -99.7% | +3.4% | -103.2% | -99.7% |
| 3Y | -100.0% | +8.9% | -108.9% | -100.0% |
| All | -100.0% | -64.0% | -36.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling