-42.2%
DIS vs GNRC
-58.2%
+16.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.4% |
| 7D | -3.5% | +3.2% | -6.7% | -4.1% |
| 30D | +1.0% | -9.5% | +10.5% | +2.8% |
| 3M | +5.7% | -28.5% | +34.2% | +11.7% |
| 6M | +3.3% | -10.0% | +13.2% | +2.9% |
| YTD | -7.7% | +36.7% | -44.5% | -17.3% |
| 1Y | -10.0% | +2.6% | -12.5% | -14.4% |
| 3Y | +31.7% | +61.9% | -30.2% | +8.1% |
| 5Y | -42.2% | -59.0% | +16.8% | -42.5% |
| All | -42.2% | -58.2% | +16.0% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling