-31.9%
DIS vs GPC
+3.6%
-35.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +5.2% | +1.6% | +3.7% | +4.7% |
| 30D | +11.5% | -2.1% | +13.5% | +12.1% |
| 3M | +11.5% | -6.8% | +18.3% | +14.0% |
| 6M | +8.9% | +18.6% | -9.7% | +2.2% |
| YTD | +3.4% | +2.7% | +0.7% | +0.6% |
| 1Y | +7.2% | +1.8% | +5.4% | +4.5% |
| 3Y | +43.3% | +1.1% | +42.3% | +33.8% |
| All | -31.9% | +3.6% | -35.5% | -41.3% |
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