+47.1%
GM vs DFNS
-98.2%
+145.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.5% |
| 7D | -2.4% | -6.3% | +3.9% | -2.3% |
| 30D | -1.1% | -74.0% | +72.9% | +0.6% |
| 3M | +6.1% | -70.1% | +76.3% | -0.1% |
| 6M | +15.0% | -93.9% | +108.9% | +11.0% |
| YTD | +6.0% | -98.1% | +104.1% | +2.9% |
| 1Y | +47.1% | -98.3% | +145.4% | +33.2% |
| All | +47.1% | -98.2% | +145.3% | +33.2% |
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 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