+25.1%
GILD vs DFNS
-98.2%
+123.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.8% |
| 7D | -4.8% | -6.3% | +1.5% | -4.8% |
| 30D | +5.8% | -74.0% | +79.7% | +5.5% |
| 3M | +14.9% | -70.1% | +85.1% | +12.9% |
| 6M | -0.4% | -93.9% | +93.6% | -5.4% |
| YTD | +18.5% | -98.1% | +116.6% | +8.7% |
| 1Y | +25.1% | -98.3% | +123.4% | +15.6% |
| All | +25.1% | -98.2% | +123.3% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling