+620.7%
GEV vs DFNS
-98.8%
+719.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +3.3% | -16.0% | +19.3% | +3.2% |
| 30D | -7.5% | -77.7% | +70.2% | -7.8% |
| 3M | -2.2% | -77.2% | +75.0% | -1.4% |
| 6M | +12.1% | -95.2% | +107.3% | +12.5% |
| YTD | +44.4% | -98.0% | +142.4% | +44.6% |
| 1Y | +57.7% | -98.3% | +155.9% | +58.0% |
| All | +620.7% | -98.8% | +719.6% | +695.0% |
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