+1,458.7%
DIS vs GPC
+2,341.8%
-883.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.3% |
| 7D | -2.6% | +1.2% | -3.8% | -3.2% |
| 30D | +3.5% | +6.0% | -2.5% | +0.5% |
| 3M | +6.8% | +42.6% | -35.8% | -11.4% |
| 6M | +3.0% | +22.8% | -19.8% | -8.3% |
| YTD | -6.7% | +15.5% | -22.2% | -15.4% |
| 1Y | -10.1% | +2.0% | -12.1% | -13.3% |
| 3Y | +33.0% | -1.4% | +34.5% | +24.6% |
| 5Y | -40.0% | +30.6% | -70.6% | -52.4% |
| 10Y | +21.1% | +80.6% | -59.6% | -24.9% |
| All | +1,458.7% | +2,341.8% | -883.1% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling