+436.7%
GE vs DFNS
-99.9%
+536.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +1.2% | +0.8% | +0.4% | +1.2% |
| 30D | -9.5% | -73.2% | +63.7% | -9.5% |
| 3M | +4.1% | -72.4% | +76.6% | +4.1% |
| 6M | +3.9% | -95.2% | +99.2% | +3.7% |
| YTD | +9.0% | -98.0% | +107.0% | +8.7% |
| 1Y | +21.9% | -98.3% | +120.2% | +21.6% |
| 3Y | +281.8% | -99.9% | +381.7% | +290.0% |
| 5Y | +436.7% | -99.9% | +536.6% | +497.3% |
| All | +436.7% | -99.9% | +536.6% | +497.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling