-4.6%
GS vs DFNS
-95.7%
+91.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -19.6% | +13.3% | -6.3% |
| 7D | -6.3% | -37.4% | +31.1% | -6.3% |
| 30D | -3.1% | -65.8% | +62.7% | -3.1% |
| 3M | -17.7% | -95.0% | +77.4% | -18.0% |
| 6M | -4.6% | -95.8% | +91.3% | +9.2% |
| All | -4.6% | -95.7% | +91.1% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling