+37.2%
DIS vs GFI
+214.8%
-177.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.9% | -8.7% | +10.6% | +2.3% |
| 30D | +9.2% | +0.6% | +8.6% | +9.1% |
| 3M | +13.5% | -7.5% | +21.0% | +13.6% |
| 6M | +14.3% | -18.3% | +32.6% | +14.5% |
| YTD | +5.4% | -13.8% | +19.2% | +5.6% |
| 1Y | +12.2% | -8.8% | +21.0% | +12.5% |
| 3Y | +37.2% | +215.8% | -178.7% | +39.9% |
| All | +37.2% | +214.8% | -177.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling