+882.1%
GE vs DFNS
-100.0%
+982.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.0% | +6.8% | +3.8% |
| 7D | +6.3% | -42.8% | +49.1% | +6.3% |
| 30D | +8.9% | -67.6% | +76.4% | +8.9% |
| 3M | -9.2% | -94.9% | +85.7% | -9.2% |
| 6M | +13.2% | -96.7% | +110.0% | +13.1% |
| YTD | +9.4% | -99.6% | +109.0% | +9.1% |
| 1Y | +9.8% | -99.7% | +109.5% | +9.5% |
| 3Y | +278.2% | -100.0% | +378.2% | +289.7% |
| 5Y | +396.0% | -100.0% | +496.0% | +399.9% |
| All | +882.1% | -100.0% | +982.1% | +891.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling