+1,477.1%
DIS vs GFI
+650.5%
+826.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | +1.2% | -4.9% | +6.0% | +1.3% |
| 30D | +3.2% | +10.7% | -7.5% | +2.9% |
| 3M | +7.0% | +25.6% | -18.6% | +6.2% |
| 6M | +6.4% | -8.3% | +14.7% | +6.4% |
| YTD | -5.6% | +6.3% | -11.9% | -6.1% |
| 1Y | -7.7% | +22.1% | -29.8% | -8.6% |
| 3Y | +33.2% | +289.2% | -256.0% | +26.7% |
| 5Y | -40.3% | +531.7% | -572.0% | -44.5% |
| 10Y | +25.1% | +1,043.8% | -1,018.7% | +12.2% |
| All | +1,477.1% | +650.5% | +826.6% | +1,374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling