-41.1%
DIS vs GH
+23.4%
-64.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +3.5% | -1.1% | +4.6% | +3.5% |
| 3M | +6.8% | +21.3% | -14.5% | +3.6% |
| 6M | +3.0% | +73.5% | -70.5% | -5.1% |
| YTD | -6.7% | +58.0% | -64.8% | -13.2% |
| 1Y | -10.1% | +163.1% | -173.1% | -22.4% |
| 3Y | +33.0% | +361.0% | -328.0% | +1.6% |
| All | -41.1% | +23.4% | -64.5% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling