+30.2%
DIS vs GPN
-28.6%
+58.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.1% |
| 7D | -3.5% | -6.2% | +2.7% | -1.8% |
| 30D | +1.0% | +1.0% | -0.1% | +0.6% |
| 3M | +5.7% | +36.9% | -31.2% | -3.4% |
| 6M | +3.3% | +16.8% | -13.5% | -1.8% |
| YTD | -7.7% | +13.2% | -21.0% | -11.9% |
| 1Y | -10.0% | +1.4% | -11.4% | -11.5% |
| All | +30.2% | -28.6% | +58.9% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling