+43.3%
DIS vs GH
+431.6%
-388.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | +5.2% | -15.6% | +20.9% | +6.2% |
| 30D | +11.5% | -10.4% | +21.8% | +12.1% |
| 3M | +11.5% | -4.3% | +15.8% | +11.5% |
| 6M | +8.9% | +63.5% | -54.7% | +4.3% |
| YTD | +3.4% | +47.7% | -44.3% | -0.5% |
| 1Y | +7.2% | +56.7% | -49.6% | +2.6% |
| 3Y | +43.3% | +443.9% | -400.6% | +25.8% |
| All | +43.3% | +431.6% | -388.3% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling