+31.9%
DIS vs GNRC
+372.1%
-340.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +1.9% | +7.9% | -6.0% | +0.2% |
| 30D | +9.2% | -3.7% | +12.8% | +9.4% |
| 3M | +13.5% | -11.9% | +25.5% | +15.0% |
| 6M | +14.3% | -28.6% | +42.9% | +19.7% |
| YTD | +5.4% | +39.9% | -34.5% | -7.9% |
| 1Y | +12.2% | +23.4% | -11.2% | +0.8% |
| 3Y | +37.2% | +84.2% | -47.1% | +7.0% |
| 5Y | -23.1% | -57.3% | +34.2% | -18.2% |
| All | +31.9% | +372.1% | -340.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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