-23.9%
DIS vs GEN
+35.2%
-59.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +10.3% | +31.2% | -20.9% | +2.0% |
| 3M | +15.6% | +6.1% | +9.5% | +12.9% |
| 6M | +15.1% | +38.1% | -23.0% | +3.3% |
| YTD | +6.0% | +14.4% | -8.4% | +0.4% |
| 1Y | +5.7% | +15.1% | -9.4% | -0.1% |
| 3Y | +39.8% | +68.5% | -28.7% | +17.3% |
| 5Y | -23.9% | +35.8% | -59.7% | -35.4% |
| All | -23.9% | +35.2% | -59.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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