+34.8%
DIS vs GFS
-17.0%
+51.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -1.9% |
| 7D | -2.6% | +1.0% | -3.6% | -2.7% |
| 30D | +3.5% | -8.6% | +12.1% | +4.4% |
| 3M | +6.8% | -46.5% | +53.4% | +14.4% |
| 6M | +3.0% | -4.8% | +7.8% | -0.9% |
| YTD | -6.7% | +29.7% | -36.4% | -16.3% |
| 1Y | -10.1% | +35.8% | -45.9% | -20.4% |
| All | +34.8% | -17.0% | +51.8% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling