-98.3%
DFNS vs GWRE
-25.4%
-72.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -19.9% | +20.5% | +15.3% |
| 7D | -16.0% | -21.1% | +5.1% | -2.0% |
| 30D | -77.7% | +1.3% | -79.0% | -80.1% |
| 3M | -77.2% | +7.4% | -84.6% | -80.1% |
| 6M | -95.2% | +5.6% | -100.8% | -95.9% |
| YTD | -98.0% | -19.2% | -78.8% | -98.3% |
| 1Y | -98.3% | -25.1% | -73.1% | -98.5% |
| All | -98.3% | -25.4% | -72.9% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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