+34.2%
DIS vs GD
+190.6%
-156.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +5.2% | -5.0% | +10.2% | +7.9% |
| 30D | +11.5% | +8.9% | +2.5% | +6.6% |
| 3M | +11.5% | -8.0% | +19.6% | +16.0% |
| 6M | +8.9% | +2.9% | +6.0% | +6.5% |
| YTD | +3.4% | +7.1% | -3.7% | -1.5% |
| 1Y | +7.2% | +5.9% | +1.3% | +2.6% |
| 3Y | +43.3% | +53.9% | -10.5% | +9.3% |
| 5Y | -31.4% | +95.4% | -126.9% | -55.2% |
| All | +34.2% | +190.6% | -156.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling