+12.2%
DIS vs GH
+56.7%
-44.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +0.7% |
| 7D | +1.9% | +0.6% | +1.4% | +1.9% |
| 30D | +9.2% | -6.9% | +16.1% | +9.3% |
| 3M | +13.5% | -4.9% | +18.4% | +13.3% |
| 6M | +14.3% | +54.1% | -39.8% | +7.1% |
| YTD | +5.4% | +48.5% | -43.1% | -1.4% |
| 1Y | +12.2% | +61.2% | -49.0% | +6.1% |
| All | +12.2% | +56.7% | -44.5% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling