-11.4%
DIS vs FGI
-70.3%
+58.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | +5.7% | -11.6% | +17.3% | +5.9% |
| 30D | +12.7% | -3.3% | +16.0% | +12.7% |
| 3M | +15.2% | +65.6% | -50.4% | +13.2% |
| 6M | +17.6% | -2.8% | +20.3% | +16.3% |
| YTD | +3.8% | +30.1% | -26.3% | +1.1% |
| 1Y | +6.8% | +50.2% | -43.4% | +3.3% |
| 3Y | +42.1% | -0.4% | +42.6% | +35.3% |
| All | -11.4% | -70.3% | +58.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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