+410.7%
GS vs DFNS
-100.0%
+510.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.8% | -12.4% | +0.5% |
| 7D | +1.6% | -37.0% | +38.5% | +1.5% |
| 30D | +1.7% | -63.4% | +65.1% | +1.5% |
| 3M | -11.6% | -94.1% | +82.5% | -12.0% |
| 6M | -1.9% | -96.3% | +94.4% | -1.8% |
| YTD | +5.1% | -99.6% | +104.6% | +4.7% |
| 1Y | +16.4% | -99.7% | +116.1% | +15.9% |
| 3Y | +199.0% | -100.0% | +298.9% | +207.4% |
| 5Y | +157.4% | -100.0% | +257.4% | +150.4% |
| All | +410.7% | -100.0% | +510.6% | +388.3% |
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