-99.9%
DFNS vs GTLB
-50.0%
-49.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.4% |
| 7D | +0.8% | +4.6% | -3.8% | +0.4% |
| 30D | -73.2% | +21.0% | -94.2% | -73.6% |
| 3M | -72.4% | +51.7% | -124.2% | -73.3% |
| 6M | -95.2% | +89.3% | -184.5% | -95.4% |
| YTD | -98.0% | +25.6% | -123.6% | -98.1% |
| 1Y | -98.3% | -1.5% | -96.7% | -98.3% |
| 3Y | -99.9% | -9.9% | -89.9% | -99.9% |
| All | -99.9% | -50.0% | -49.9% | -99.9% |
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