-41.3%
DIS vs GAP
+9.7%
-51.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.6% | -4.5% | +1.9% | -1.7% |
| 30D | +3.5% | +9.0% | -5.6% | +1.3% |
| 3M | +6.8% | +5.0% | +1.8% | +5.3% |
| 6M | +3.0% | -17.8% | +20.8% | +5.9% |
| YTD | -6.7% | -10.4% | +3.7% | -6.0% |
| 1Y | -10.1% | -3.4% | -6.7% | -11.2% |
| 3Y | +33.0% | +111.5% | -78.4% | +1.6% |
| All | -41.3% | +9.7% | -51.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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