+606.9%
GEV vs DFNS
-98.9%
+705.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -2.8% |
| 7D | -1.9% | -3.3% | +1.4% | -1.9% |
| 30D | -8.7% | -73.1% | +64.4% | -9.0% |
| 3M | +6.6% | -71.4% | +78.0% | +7.5% |
| 6M | +10.2% | -93.8% | +104.1% | +10.7% |
| YTD | +41.6% | -98.0% | +139.7% | +41.9% |
| 1Y | +43.9% | -98.2% | +142.1% | +44.3% |
| All | +606.9% | -98.9% | +705.8% | +679.7% |
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