-99.9%
DFNS vs GWRE
+49.2%
-149.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.5% |
| 7D | -3.3% | -30.9% | +27.6% | +19.4% |
| 30D | -73.1% | -20.7% | -52.4% | -70.4% |
| 3M | -71.4% | +20.2% | -91.5% | -74.5% |
| 6M | -93.8% | -11.9% | -82.0% | -93.9% |
| YTD | -98.0% | -30.3% | -67.7% | -97.9% |
| 1Y | -98.2% | -44.6% | -53.5% | -97.8% |
| All | -99.9% | +49.2% | -149.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling