+5.7%
DIS vs GGLL
-15.6%
+21.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | 0.0% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | +10.3% | -33.1% | +43.4% | +13.4% |
| 3M | +15.6% | -31.2% | +46.8% | +18.4% |
| 6M | +15.1% | -49.4% | +64.5% | +20.6% |
| YTD | +6.0% | -26.8% | +32.8% | +5.5% |
| 1Y | +5.7% | -17.7% | +23.4% | +4.3% |
| All | +5.7% | -15.6% | +21.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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