+31.9%
DIS vs GIS
-16.9%
+48.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +1.9% | -3.4% | +5.3% | +2.4% |
| 30D | +9.2% | +6.9% | +2.3% | +8.0% |
| 3M | +13.5% | -10.1% | +23.6% | +15.1% |
| 6M | +14.3% | +5.9% | +8.4% | +13.2% |
| YTD | +5.4% | -21.1% | +26.5% | +8.3% |
| 1Y | +12.2% | -22.5% | +34.6% | +15.5% |
| 3Y | +37.2% | -39.0% | +76.2% | +44.6% |
| 5Y | -23.1% | -33.3% | +10.2% | -20.8% |
| All | +31.9% | -16.9% | +48.8% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling