-29.8%
DIS vs GM
+56.4%
-86.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.0% | +0.6% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +10.2% | +8.4% | +1.9% | +6.9% |
| 3M | +13.5% | +2.6% | +11.0% | +11.9% |
| 6M | +11.1% | +14.3% | -3.1% | +4.9% |
| YTD | +5.5% | +11.0% | -5.5% | +0.1% |
| 1Y | +9.1% | +27.8% | -18.7% | -1.9% |
| 3Y | +36.0% | +246.7% | -210.7% | -21.9% |
| 5Y | -29.8% | +59.6% | -89.4% | -50.5% |
| All | -29.8% | +56.4% | -86.2% | -50.5% |
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