-10.1%
DIS vs GFS
+37.2%
-47.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -1.7% |
| 7D | -2.6% | +1.0% | -3.6% | -2.6% |
| 30D | +3.5% | -8.6% | +12.1% | +3.5% |
| 3M | +6.8% | -46.5% | +53.4% | +7.8% |
| 6M | +3.0% | -4.8% | +7.8% | -1.4% |
| YTD | -6.7% | +29.7% | -36.4% | -14.7% |
| 1Y | -10.1% | +35.8% | -45.9% | -18.9% |
| All | -10.1% | +37.2% | -47.3% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling