+139.3%
GS vs DFNS
-100.0%
+239.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.2% | +11.9% | -0.4% |
| 7D | -3.2% | -44.0% | +40.8% | -3.3% |
| 30D | -2.4% | -69.1% | +66.7% | -2.6% |
| 3M | -15.7% | -95.6% | +79.9% | -16.2% |
| 6M | -6.8% | -96.2% | +89.4% | -6.7% |
| YTD | -0.1% | -99.6% | +99.5% | -0.4% |
| 1Y | +12.1% | -99.7% | +111.8% | +11.6% |
| 3Y | +185.8% | -100.0% | +285.8% | +187.7% |
| All | +139.3% | -100.0% | +239.3% | +177.3% |
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