-99.9%
DFNS vs GWRE
+15.1%
-114.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | -6.3% | -13.2% | +6.9% | -0.5% |
| 30D | -74.0% | -18.6% | -55.4% | -72.4% |
| 3M | -70.1% | +18.9% | -89.0% | -72.0% |
| 6M | -93.9% | -11.0% | -83.0% | -93.9% |
| YTD | -98.1% | -29.9% | -68.2% | -98.0% |
| 1Y | -98.3% | -44.3% | -54.0% | -98.1% |
| 3Y | -99.9% | +51.7% | -151.6% | -99.9% |
| All | -99.9% | +15.1% | -114.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling