+0.3%
GLD vs DFNS
-99.7%
+100.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +1.9% |
| 7D | +4.9% | -42.8% | +47.8% | +5.2% |
| 30D | -1.3% | -67.6% | +66.2% | -0.8% |
| 3M | -4.8% | -94.9% | +90.1% | -3.4% |
| 6M | -12.5% | -96.7% | +84.2% | -10.8% |
| YTD | -4.2% | -99.6% | +95.4% | -2.2% |
| All | +0.3% | -99.7% | +100.0% | +2.7% |
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