-4.8%
DIS vs GH
+480.1%
-484.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.8% |
| 30D | +0.1% | -4.5% | +4.6% | +0.6% |
| 3M | +7.1% | +28.9% | -21.8% | +3.3% |
| 6M | +4.3% | +76.5% | -72.3% | -3.7% |
| YTD | -6.9% | +57.6% | -64.6% | -13.1% |
| 1Y | -10.3% | +167.5% | -177.9% | -22.1% |
| 3Y | +32.8% | +377.4% | -344.6% | +2.5% |
| 5Y | -41.5% | +23.8% | -65.3% | -50.1% |
| All | -4.8% | +480.1% | -484.9% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling