+2.8%
GLD vs DFNS
-99.6%
+102.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -18.3% | +22.0% | +3.8% |
| 7D | -0.3% | -27.7% | +27.4% | -0.1% |
| 30D | -1.9% | -58.0% | +56.1% | -1.4% |
| 3M | -0.4% | -94.0% | +93.5% | +0.9% |
| 6M | -10.2% | -94.6% | +84.4% | -8.5% |
| YTD | -6.0% | -99.4% | +93.4% | -3.1% |
| 1Y | +2.8% | -99.6% | +102.5% | +6.7% |
| All | +2.8% | -99.6% | +102.4% | +6.7% |
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 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