+43.3%
DIS vs GIS
-37.4%
+80.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | +5.2% | +3.6% | +1.7% | +4.5% |
| 30D | +11.5% | +13.9% | -2.4% | +8.8% |
| 3M | +11.5% | +0.3% | +11.2% | +11.3% |
| 6M | +8.9% | +5.0% | +3.9% | +7.9% |
| YTD | +3.4% | -18.4% | +21.8% | +5.5% |
| 1Y | +7.2% | -17.4% | +24.6% | +9.2% |
| 3Y | +43.3% | -36.9% | +80.2% | +48.7% |
| All | +43.3% | -37.4% | +80.7% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling