+627.7%
GEV vs DFNS
-98.9%
+726.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.1% |
| 7D | +3.2% | +4.6% | -1.5% | +3.2% |
| 30D | -4.0% | -73.9% | +69.9% | -4.3% |
| 3M | +3.4% | -71.7% | +75.1% | +4.2% |
| 6M | +14.7% | -94.6% | +109.3% | +15.2% |
| YTD | +45.8% | -98.1% | +143.9% | +46.0% |
| 1Y | +57.4% | -98.3% | +155.7% | +57.7% |
| All | +627.7% | -98.9% | +726.6% | +702.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling