-99.9%
DFNS vs GTLB
-47.1%
-52.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -16.0% | +11.1% | -27.1% | -16.7% |
| 30D | -77.7% | +37.8% | -115.5% | -78.3% |
| 3M | -77.2% | +61.6% | -138.8% | -78.0% |
| 6M | -95.2% | +98.9% | -194.1% | -95.4% |
| YTD | -98.0% | +32.8% | -130.7% | -98.1% |
| 1Y | -98.3% | +14.7% | -112.9% | -98.3% |
| 3Y | -99.9% | +1.3% | -101.2% | -99.9% |
| All | -99.9% | -47.1% | -52.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling