-10.0%
DIS vs GIS
-21.4%
+11.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -3.5% | -8.6% | +5.1% | -1.2% |
| 30D | +1.0% | -0.5% | +1.4% | +1.1% |
| 3M | +5.7% | +11.9% | -6.2% | +3.2% |
| 6M | +3.3% | -11.6% | +14.9% | +5.2% |
| YTD | -7.7% | -16.3% | +8.6% | -5.6% |
| 1Y | -10.0% | -21.8% | +11.8% | -7.6% |
| All | -10.0% | -21.4% | +11.5% | -7.6% |
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