-99.9%
DFNS vs GWRE
+16.7%
-116.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.0% | +0.4% | -2.6% |
| 7D | +4.6% | -26.2% | +30.9% | +16.5% |
| 30D | -73.9% | -17.8% | -56.1% | -72.6% |
| 3M | -71.7% | +14.2% | -85.9% | -73.1% |
| 6M | -94.6% | -12.9% | -81.7% | -94.6% |
| YTD | -98.1% | -29.2% | -68.8% | -98.0% |
| 1Y | -98.3% | -44.4% | -53.9% | -98.2% |
| 3Y | -99.9% | +51.1% | -151.0% | -99.9% |
| 5Y | -99.9% | +16.5% | -116.4% | -99.9% |
| All | -99.9% | +16.7% | -116.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling