-7.2%
GLD vs DFNS
-99.7%
+92.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.2% |
| 7D | -4.6% | -6.0% | +1.4% | -4.6% |
| 30D | -5.5% | -71.2% | +65.7% | -4.9% |
| 3M | -10.9% | -94.5% | +83.6% | -9.7% |
| 6M | -17.4% | -96.5% | +79.1% | -15.9% |
| YTD | -10.3% | -99.6% | +89.3% | -8.4% |
| 1Y | -7.2% | -99.7% | +92.5% | -5.1% |
| All | -7.2% | -99.7% | +92.5% | -5.1% |
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