+413.6%
DIS vs GS
+1,576.5%
-1,162.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | +1.2% |
| 7D | +5.7% | -6.3% | +12.0% | +8.5% |
| 30D | +12.7% | -3.1% | +15.8% | +14.0% |
| 3M | +15.2% | -17.7% | +32.8% | +24.1% |
| 6M | +17.6% | -4.6% | +22.1% | +17.8% |
| YTD | +3.8% | +0.3% | +3.5% | +1.2% |
| 1Y | +6.8% | +11.7% | -4.9% | -0.6% |
| 3Y | +42.1% | +183.6% | -141.4% | -12.3% |
| 5Y | -31.2% | +141.0% | -172.1% | -54.8% |
| 10Y | +37.6% | +507.4% | -469.8% | -40.3% |
| All | +413.6% | +1,576.5% | -1,162.9% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling