-41.5%
DIS vs GIS
-21.0%
-20.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | 0.0% |
| 7D | -1.1% | -8.3% | +7.2% | 0.0% |
| 30D | +0.1% | +2.2% | -2.0% | -0.1% |
| 3M | +7.1% | +15.7% | -8.6% | +5.4% |
| 6M | +4.3% | -12.0% | +16.2% | +5.2% |
| YTD | -6.9% | -15.0% | +8.0% | -5.9% |
| 1Y | -10.3% | -20.1% | +9.8% | -8.9% |
| 3Y | +32.8% | -34.6% | +67.4% | +36.3% |
| 5Y | -41.5% | -22.8% | -18.6% | -45.0% |
| All | -41.5% | -21.0% | -20.5% | -45.0% |
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