+76.6%
GM vs DFNS
-99.9%
+176.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.3% | -2.4% |
| 7D | -1.1% | +4.6% | -5.7% | -1.1% |
| 30D | -4.6% | -73.9% | +69.3% | -4.5% |
| 3M | +0.2% | -71.7% | +71.9% | -0.3% |
| 6M | +12.6% | -94.6% | +107.2% | +11.8% |
| YTD | +3.7% | -98.1% | +101.8% | +2.8% |
| 1Y | +45.6% | -98.3% | +143.9% | +44.4% |
| 3Y | +162.0% | -99.9% | +261.9% | +163.1% |
| All | +76.6% | -99.9% | +176.4% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling