+420.0%
GS vs DFNS
-100.0%
+520.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -10.9% | +1.8% |
| 7D | -0.1% | -13.0% | +12.9% | -0.1% |
| 30D | +3.7% | -56.9% | +60.5% | +3.5% |
| 3M | -10.0% | -93.2% | +83.3% | -10.4% |
| 6M | -1.0% | -95.4% | +94.4% | -0.9% |
| YTD | +7.0% | -99.5% | +106.5% | +6.6% |
| 1Y | +16.6% | -99.6% | +116.3% | +16.2% |
| 3Y | +204.4% | -100.0% | +304.4% | +213.0% |
| 5Y | +160.0% | -100.0% | +260.0% | +153.0% |
| All | +420.0% | -100.0% | +520.0% | +397.3% |
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