+367.1%
DIS vs GNRC
+2,127.0%
-1,760.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +1.9% | +7.9% | -6.0% | +0.3% |
| 30D | +9.2% | -3.7% | +12.8% | +9.4% |
| 3M | +13.5% | -11.9% | +25.5% | +14.9% |
| 6M | +14.3% | -28.6% | +42.9% | +19.3% |
| YTD | +5.4% | +39.9% | -34.5% | -6.4% |
| 1Y | +12.2% | +23.4% | -11.2% | +2.1% |
| 3Y | +37.2% | +84.2% | -47.1% | +10.7% |
| 5Y | -23.1% | -57.3% | +34.2% | -20.0% |
| 10Y | +32.2% | +376.8% | -344.6% | -21.1% |
| All | +367.1% | +2,127.0% | -1,760.0% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling