+22.7%
DIS vs GNRC
+433.2%
-410.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.1% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | +2.2% | -15.8% | +18.1% | +6.0% |
| 3M | +8.1% | -24.0% | +32.2% | +13.5% |
| 6M | +5.2% | -13.8% | +19.0% | +6.0% |
| YTD | -6.3% | +33.2% | -39.5% | -16.0% |
| 1Y | -7.3% | -1.8% | -5.5% | -11.1% |
| 3Y | +33.8% | +57.7% | -23.9% | +9.5% |
| 5Y | -40.7% | -59.7% | +19.0% | -35.6% |
| All | +22.7% | +433.2% | -410.6% | -37.9% |
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