-10.0%
DIS vs GM
+45.3%
-55.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -3.3% |
| 30D | +1.0% | -4.6% | +5.5% | +2.0% |
| 3M | +5.7% | +0.2% | +5.5% | +5.4% |
| 6M | +3.3% | +12.6% | -9.4% | 0.0% |
| YTD | -7.7% | +3.7% | -11.4% | -9.5% |
| 1Y | -10.0% | +45.6% | -55.6% | -17.1% |
| All | -10.0% | +45.3% | -55.3% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling