-23.6%
DIS vs GFI
+304.5%
-328.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.6% | -1.0% |
| 7D | +0.9% | -5.4% | +6.3% | +1.1% |
| 30D | +8.9% | -1.5% | +10.4% | +8.9% |
| 3M | +14.5% | -10.2% | +24.7% | +14.8% |
| 6M | +12.2% | -19.3% | +31.5% | +12.6% |
| YTD | +4.7% | -13.7% | +18.5% | +4.8% |
| 1Y | +2.8% | -12.1% | +15.0% | +2.9% |
| 3Y | +38.1% | +208.4% | -170.2% | +33.0% |
| 5Y | -23.6% | +301.4% | -325.0% | -28.5% |
| All | -23.6% | +304.5% | -328.1% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling