+32.9%
DIS vs GM
+229.9%
-197.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | -3.8% | +4.4% | +2.0% |
| 30D | +10.3% | +7.9% | +2.4% | +6.9% |
| 3M | +15.6% | -0.3% | +15.9% | +14.9% |
| 6M | +15.1% | +18.6% | -3.4% | +6.9% |
| YTD | +6.0% | +10.0% | -4.1% | +0.6% |
| 1Y | +5.7% | +25.9% | -20.2% | -4.7% |
| 3Y | +39.8% | +241.2% | -201.4% | -17.6% |
| 5Y | -23.9% | +50.0% | -73.9% | -40.5% |
| 10Y | +32.9% | +215.1% | -182.1% | -29.6% |
| All | +32.9% | +229.9% | -197.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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