+18.3%
DIS vs GD
+7.0%
+11.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.7% | +4.5% |
| 7D | +9.1% | +3.0% | +6.1% | +8.3% |
| 30D | +14.8% | +10.5% | +4.3% | +12.6% |
| 3M | +21.2% | -5.0% | +26.1% | +21.9% |
| 6M | +18.3% | +5.5% | +12.8% | +15.6% |
| All | +18.3% | +7.0% | +11.3% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling