+34.2%
DIS vs GS
+494.8%
-460.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +5.2% | -3.2% | +8.4% | +6.8% |
| 30D | +11.5% | -2.4% | +13.9% | +12.5% |
| 3M | +11.5% | -15.7% | +27.3% | +20.5% |
| 6M | +8.9% | -6.8% | +15.6% | +9.9% |
| YTD | +3.4% | -0.1% | +3.5% | -0.3% |
| 1Y | +7.2% | +12.1% | -4.9% | -2.8% |
| 3Y | +43.3% | +185.8% | -142.5% | -23.8% |
| 5Y | -31.4% | +140.1% | -171.5% | -60.6% |
| All | +34.2% | +494.8% | -460.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling