-41.1%
DIS vs GS
+185.3%
-226.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.6% | +0.9% | -3.5% | -3.0% |
| 30D | +3.5% | -1.6% | +5.1% | +4.0% |
| 3M | +6.8% | -4.5% | +11.3% | +7.8% |
| 6M | +3.0% | +20.9% | -17.9% | -8.3% |
| YTD | -6.7% | +19.9% | -26.6% | -17.2% |
| 1Y | -10.1% | +41.4% | -51.5% | -27.3% |
| 3Y | +33.0% | +239.2% | -206.1% | -37.0% |
| All | -41.1% | +185.3% | -226.3% | -71.6% |
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