+1,663.1%
DIS vs GAP
+2,254.5%
-591.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.2% |
| 7D | +5.3% | 0.0% | +5.3% | +5.2% |
| 30D | +10.2% | -4.3% | +14.6% | +11.2% |
| 3M | +13.5% | +9.4% | +4.1% | +10.5% |
| 6M | +11.1% | -3.3% | +14.4% | +10.6% |
| YTD | +5.5% | -10.5% | +16.0% | +6.1% |
| 1Y | +9.1% | -2.4% | +11.5% | +7.4% |
| 3Y | +36.0% | +80.1% | -44.1% | +8.1% |
| 5Y | -29.8% | +6.5% | -36.3% | -40.4% |
| 10Y | +36.6% | +14.6% | +22.0% | -1.9% |
| All | +1,663.1% | +2,254.5% | -591.4% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling