-96.5%
DFNS vs GWW
+20.7%
-117.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -6.7% |
| 7D | -6.0% | +3.6% | -9.5% | -1.6% |
| 30D | -71.2% | +12.1% | -83.3% | -65.2% |
| 3M | -94.5% | +12.9% | -107.4% | -93.4% |
| 6M | -96.5% | +19.3% | -115.9% | -95.4% |
| All | -96.5% | +20.7% | -117.2% | -95.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling