-36.1%
DIS vs GFS
-3.9%
-32.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | +2.6% | -3.7% | -1.6% |
| 30D | +0.1% | -16.4% | +16.5% | +3.2% |
| 3M | +7.1% | -41.6% | +48.7% | +16.7% |
| 6M | +4.3% | -3.7% | +7.9% | +0.2% |
| YTD | -6.9% | +29.3% | -36.3% | -17.4% |
| 1Y | -10.3% | +37.1% | -47.4% | -21.9% |
| 3Y | +32.8% | -22.1% | +55.0% | +26.8% |
| All | -36.1% | -3.9% | -32.2% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling