+136.2%
GILD vs DFNS
-99.9%
+236.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +14.9% | -70.1% | +85.1% | +15.0% |
| 6M | -0.4% | -93.9% | +93.6% | -0.4% |
| YTD | +18.5% | -98.1% | +116.6% | +18.4% |
| 1Y | +25.1% | -98.3% | +123.4% | +25.0% |
| 3Y | +105.9% | -99.9% | +205.8% | +102.3% |
| 5Y | +143.0% | -99.9% | +242.9% | +136.2% |
| All | +136.2% | -99.9% | +236.1% | +124.2% |
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