+1,660.6%
DIS vs GD
+20,595.6%
-18,935.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.7% | +5.1% |
| 7D | +9.1% | +3.0% | +6.1% | +7.9% |
| 30D | +14.8% | +10.5% | +4.3% | +10.8% |
| 3M | +21.2% | -5.0% | +26.1% | +23.1% |
| 6M | +18.3% | +5.5% | +12.8% | +15.6% |
| YTD | +5.4% | +10.3% | -5.0% | +1.1% |
| 1Y | +8.3% | +8.2% | +0.1% | +4.5% |
| 3Y | +44.2% | +59.0% | -14.8% | +20.5% |
| 5Y | -28.0% | +104.3% | -132.2% | -45.0% |
| 10Y | +39.6% | +202.4% | -162.8% | -7.4% |
| All | +1,660.6% | +20,595.6% | -18,935.0% | +617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling