-27.7%
DIS vs GFS
-11.4%
-16.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | +1.9% | +7.4% | -5.5% | +0.7% |
| 30D | +9.2% | -15.3% | +24.4% | +11.7% |
| 3M | +13.5% | -21.1% | +34.6% | +17.2% |
| 6M | +14.3% | -44.5% | +58.8% | +23.5% |
| YTD | +5.4% | +19.2% | -13.9% | -5.9% |
| 1Y | +12.2% | +27.2% | -15.1% | -1.7% |
| 3Y | +37.2% | -20.1% | +57.3% | +28.5% |
| 5Y | -23.1% | -25.6% | +2.5% | -31.1% |
| All | -27.7% | -11.4% | -16.2% | -37.1% |
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