+20.0%
GE vs DFNS
-98.3%
+118.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -1.6% | -16.0% | +14.4% | -1.5% |
| 30D | -11.6% | -77.7% | +66.1% | -10.8% |
| 3M | +3.0% | -77.2% | +80.2% | +2.7% |
| 6M | -0.5% | -95.2% | +94.7% | +2.1% |
| YTD | +9.7% | -98.0% | +107.7% | +14.1% |
| 1Y | +20.0% | -98.3% | +118.3% | +22.0% |
| All | +20.0% | -98.3% | +118.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling