-31.9%
DIS vs GS
+138.4%
-170.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +5.2% | -3.2% | +8.4% | +6.7% |
| 30D | +11.5% | -2.4% | +13.9% | +12.4% |
| 3M | +11.5% | -15.7% | +27.3% | +19.8% |
| 6M | +8.9% | -6.8% | +15.6% | +9.3% |
| YTD | +3.4% | -0.1% | +3.5% | -0.9% |
| 1Y | +7.2% | +12.1% | -4.9% | -3.5% |
| 3Y | +43.3% | +185.8% | -142.5% | -27.6% |
| All | -31.9% | +138.4% | -170.4% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling