-41.1%
DIS vs GPC
+30.9%
-72.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | -2.6% | +1.2% | -3.8% | -3.0% |
| 30D | +3.5% | +6.0% | -2.5% | +1.5% |
| 3M | +6.8% | +42.6% | -35.8% | -5.6% |
| 6M | +3.0% | +22.8% | -19.8% | -4.5% |
| YTD | -6.7% | +15.5% | -22.2% | -12.7% |
| 1Y | -10.1% | +2.0% | -12.1% | -12.0% |
| 3Y | +33.0% | -1.4% | +34.5% | +27.9% |
| All | -41.1% | +30.9% | -72.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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