-23.9%
DIS vs GPC
+6.4%
-30.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +0.6% | -2.1% | +2.7% | +1.3% |
| 30D | +10.3% | -4.5% | +14.8% | +11.9% |
| 3M | +15.6% | -7.7% | +23.3% | +18.5% |
| 6M | +15.1% | +24.3% | -9.2% | +6.3% |
| YTD | +6.0% | +3.5% | +2.5% | +2.8% |
| 1Y | +5.7% | +0.7% | +4.9% | +3.4% |
| 3Y | +39.8% | 0.0% | +39.8% | +31.4% |
| 5Y | -23.9% | +5.8% | -29.7% | -34.5% |
| All | -23.9% | +6.4% | -30.3% | -34.5% |
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