-31.9%
DIS vs GIS
-30.4%
-1.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | +5.2% | +3.6% | +1.7% | +4.7% |
| 30D | +11.5% | +13.9% | -2.4% | +9.5% |
| 3M | +11.5% | +0.3% | +11.2% | +11.3% |
| 6M | +8.9% | +5.0% | +3.9% | +8.2% |
| YTD | +3.4% | -18.4% | +21.8% | +4.8% |
| 1Y | +7.2% | -17.4% | +24.6% | +8.6% |
| 3Y | +43.3% | -36.9% | +80.2% | +47.1% |
| All | -31.9% | -30.4% | -1.5% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling