-41.1%
DIS vs GD
+97.9%
-139.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.0% |
| 7D | -2.6% | -5.3% | +2.7% | -0.5% |
| 30D | +3.5% | -6.4% | +9.9% | +6.2% |
| 3M | +6.8% | +5.7% | +1.1% | +4.0% |
| 6M | +3.0% | -0.9% | +3.9% | +2.9% |
| YTD | -6.7% | +8.2% | -14.9% | -10.4% |
| 1Y | -10.1% | +13.4% | -23.5% | -15.5% |
| 3Y | +33.0% | +68.5% | -35.4% | -0.1% |
| All | -41.1% | +97.9% | -139.0% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling