+33.8%
DIS vs GD
+68.4%
-34.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.3% |
| 7D | -2.6% | -5.3% | +2.7% | -1.2% |
| 30D | +3.5% | -6.4% | +9.9% | +5.3% |
| 3M | +6.8% | +5.7% | +1.1% | +4.9% |
| 6M | +3.0% | -0.9% | +3.9% | +3.0% |
| YTD | -6.7% | +8.2% | -14.9% | -9.0% |
| 1Y | -10.1% | +13.4% | -23.5% | -13.4% |
| All | +33.8% | +68.4% | -34.6% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling