+351.4%
GLW vs DFNS
-100.0%
+451.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -4.3% |
| 7D | +7.7% | -6.0% | +13.7% | +7.7% |
| 30D | -18.8% | -71.2% | +52.4% | -18.8% |
| 3M | -27.7% | -94.5% | +66.8% | -27.7% |
| 6M | -44.4% | -96.5% | +52.1% | -44.3% |
| YTD | +31.3% | -99.6% | +130.9% | +31.5% |
| 1Y | +40.0% | -99.7% | +139.7% | +40.3% |
| 3Y | +339.2% | -100.0% | +439.2% | +342.8% |
| 5Y | +229.2% | -100.0% | +329.1% | +235.3% |
| All | +351.4% | -100.0% | +451.3% | +367.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling