+1.8%
GLD vs DFNS
-99.8%
+101.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.2% | +11.4% | -0.7% |
| 7D | +4.7% | -44.0% | +48.7% | +5.0% |
| 30D | -0.9% | -69.1% | +68.2% | -0.3% |
| 3M | -4.4% | -95.6% | +91.2% | -3.0% |
| 6M | -13.6% | -96.2% | +82.6% | -12.0% |
| YTD | -6.0% | -99.6% | +93.6% | -3.9% |
| 1Y | +1.8% | -99.7% | +101.5% | +4.6% |
| All | +1.8% | -99.8% | +101.5% | +4.6% |
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