+8.3%
DIS vs GIS
-17.8%
+26.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +2.8% |
| 7D | +9.1% | +8.5% | +0.6% | +6.7% |
| 30D | +14.8% | +15.3% | -0.5% | +10.5% |
| 3M | +21.2% | +0.9% | +20.2% | +20.5% |
| 6M | +18.3% | +7.9% | +10.4% | +16.0% |
| YTD | +5.4% | -17.6% | +22.9% | +8.1% |
| 1Y | +8.3% | -17.4% | +25.6% | +10.7% |
| All | +8.3% | -17.8% | +26.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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