-7.3%
DIS vs GNRC
-0.8%
-6.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.6% |
| 7D | -1.3% | -0.7% | -0.5% | -1.2% |
| 30D | +2.2% | -15.8% | +18.1% | +2.7% |
| 3M | +8.1% | -24.0% | +32.2% | +8.4% |
| 6M | +5.2% | -13.8% | +19.0% | +3.9% |
| YTD | -6.3% | +33.2% | -39.5% | -11.8% |
| 1Y | -7.3% | -1.8% | -5.5% | -11.1% |
| All | -7.3% | -0.8% | -6.5% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling