+379.1%
DIS vs GPN
+2,845.2%
-2,466.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +0.6% | +4.3% | -3.7% | -1.0% |
| 30D | +10.3% | +22.1% | -11.9% | +1.8% |
| 3M | +15.6% | +17.1% | -1.5% | +8.1% |
| 6M | +15.1% | +46.7% | -31.6% | -1.8% |
| YTD | +6.0% | +30.8% | -24.8% | -6.8% |
| 1Y | +5.7% | +31.5% | -25.8% | -7.3% |
| 3Y | +39.8% | -5.1% | +44.9% | +33.6% |
| 5Y | -23.9% | -18.1% | -5.8% | -24.8% |
| 10Y | +32.9% | +53.1% | -20.2% | +3.1% |
| All | +379.1% | +2,845.2% | -2,466.1% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling