-7.3%
DIS vs GPN
+4.0%
-11.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | -1.3% | -3.5% | +2.3% | -0.4% |
| 30D | +2.2% | +3.1% | -0.9% | +1.4% |
| 3M | +8.1% | +42.3% | -34.2% | -1.1% |
| 6M | +5.2% | +20.9% | -15.6% | -0.2% |
| YTD | -6.3% | +15.2% | -21.5% | -10.1% |
| 1Y | -7.3% | +5.4% | -12.7% | -9.4% |
| All | -7.3% | +4.0% | -11.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling