+509.1%
GLW vs DFNS
-99.9%
+608.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.7% |
| 7D | +3.8% | -16.0% | +19.8% | +3.8% |
| 30D | -1.3% | -77.7% | +76.3% | -1.4% |
| 3M | -21.8% | -77.2% | +55.4% | -21.7% |
| 6M | +6.9% | -95.2% | +102.1% | +7.0% |
| YTD | +77.2% | -98.0% | +175.1% | +77.3% |
| 1Y | +123.2% | -98.3% | +221.5% | +123.5% |
| 3Y | +400.0% | -99.9% | +499.9% | +403.8% |
| 5Y | +342.8% | -99.9% | +442.7% | +350.7% |
| All | +509.1% | -99.9% | +608.9% | +530.7% |
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