+514.9%
GEV vs DFNS
-99.8%
+614.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.9% |
| 7D | +3.7% | -6.0% | +9.7% | +3.7% |
| 30D | -14.7% | -71.2% | +56.5% | -14.9% |
| 3M | -23.4% | -94.5% | +71.1% | -24.0% |
| 6M | -24.3% | -96.5% | +72.2% | -24.1% |
| YTD | +23.2% | -99.6% | +122.8% | +22.9% |
| 1Y | +44.2% | -99.7% | +143.9% | +43.8% |
| All | +514.9% | -99.8% | +614.6% | +575.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling