-99.9%
DFNS vs GWW
+303.6%
-403.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.2% |
| 7D | -3.3% | -3.1% | -0.2% | -5.2% |
| 30D | -73.1% | -2.3% | -70.8% | -73.3% |
| 3M | -71.4% | -3.3% | -68.1% | -71.2% |
| 6M | -93.8% | +15.4% | -109.2% | -93.2% |
| YTD | -98.0% | +26.7% | -124.8% | -97.7% |
| 1Y | -98.2% | +29.0% | -127.1% | -97.8% |
| 3Y | -99.9% | +89.0% | -188.9% | -99.9% |
| 5Y | -99.9% | +221.8% | -321.6% | -99.8% |
| All | -99.9% | +303.6% | -403.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling