+7.7%
DIS vs GFS
+17.0%
-9.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +2.2% |
| 7D | +5.3% | -3.1% | +8.4% | +5.2% |
| 30D | +10.2% | -16.0% | +26.3% | +9.7% |
| 3M | +13.5% | -24.7% | +38.2% | +13.0% |
| 6M | +11.1% | -45.1% | +56.3% | +10.0% |
| YTD | +5.5% | +16.5% | -11.0% | -2.8% |
| All | +7.7% | +17.0% | -9.3% | -3.5% |
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