+21.2%
DIS vs GE
+151.9%
-130.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -1.1% | +1.2% | -2.2% | -1.5% |
| 30D | +0.1% | -9.5% | +9.6% | +3.2% |
| 3M | +7.1% | +4.1% | +2.9% | +5.1% |
| 6M | +4.3% | +3.9% | +0.3% | +1.8% |
| YTD | -6.9% | +9.0% | -16.0% | -10.9% |
| 1Y | -10.3% | +21.9% | -32.3% | -17.5% |
| 3Y | +32.8% | +281.8% | -249.0% | -18.7% |
| 5Y | -41.5% | +436.7% | -478.2% | -68.7% |
| 10Y | +21.2% | +151.5% | -130.3% | -30.5% |
| All | +21.2% | +151.9% | -130.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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