+357.7%
GLW vs DFNS
-100.0%
+457.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.0% | +12.2% | +9.3% |
| 7D | -5.9% | -42.8% | +36.9% | -5.8% |
| 30D | -26.0% | -67.6% | +41.6% | -25.9% |
| 3M | -29.9% | -94.9% | +65.0% | -29.8% |
| 6M | -37.8% | -96.7% | +59.0% | -37.6% |
| YTD | +33.1% | -99.6% | +132.7% | +33.3% |
| 1Y | +36.8% | -99.7% | +136.6% | +37.0% |
| 3Y | +356.1% | -100.0% | +456.1% | +359.7% |
| 5Y | +243.8% | -100.0% | +343.8% | +250.2% |
| All | +357.7% | -100.0% | +457.6% | +374.3% |
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