-41.5%
DIS vs GM
+84.0%
-125.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +0.1% | -1.8% | +2.0% | +0.7% |
| 3M | +7.1% | +2.6% | +4.5% | +5.7% |
| 6M | +4.3% | +14.6% | -10.3% | -1.3% |
| YTD | -6.9% | +6.2% | -13.1% | -9.9% |
| 1Y | -10.3% | +48.7% | -59.0% | -23.8% |
| 3Y | +32.8% | +168.3% | -135.5% | -14.4% |
| 5Y | -41.5% | +82.8% | -124.3% | -61.0% |
| All | -41.5% | +84.0% | -125.5% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling