-38.4%
DIS vs GTLB
-50.8%
+12.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -3.5% | -6.6% | +3.1% | -2.7% |
| 30D | +1.0% | +13.7% | -12.8% | -1.0% |
| 3M | +5.7% | +52.9% | -47.2% | -0.8% |
| 6M | +3.3% | +88.5% | -85.2% | -6.6% |
| YTD | -7.7% | +23.4% | -31.2% | -11.8% |
| 1Y | -10.0% | -3.8% | -6.1% | -11.2% |
| 3Y | +31.7% | -11.5% | +43.2% | +25.8% |
| All | -38.4% | -50.8% | +12.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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