+318.9%
GLW vs DFNS
-100.0%
+418.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.2% | +14.8% | +2.6% |
| 7D | -13.9% | -44.0% | +30.1% | -13.9% |
| 30D | -35.0% | -69.1% | +34.1% | -34.9% |
| 3M | -32.4% | -95.6% | +63.3% | -32.3% |
| 6M | -41.3% | -96.2% | +54.8% | -41.2% |
| YTD | +21.8% | -99.6% | +121.5% | +22.0% |
| 1Y | +21.8% | -99.7% | +121.6% | +22.0% |
| 3Y | +307.7% | -100.0% | +407.6% | +310.4% |
| 5Y | +213.7% | -100.0% | +313.7% | +219.5% |
| All | +318.9% | -100.0% | +418.9% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling