-10.3%
DIS vs GTLB
+2.8%
-13.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | 0.0% |
| 7D | -1.1% | +4.6% | -5.7% | -1.3% |
| 30D | +0.1% | +21.0% | -20.8% | -0.7% |
| 3M | +7.1% | +51.7% | -44.6% | +5.1% |
| 6M | +4.3% | +89.3% | -85.0% | +1.3% |
| YTD | -6.9% | +25.6% | -32.6% | -7.4% |
| 1Y | -10.3% | -1.5% | -8.8% | -9.1% |
| All | -10.3% | +2.8% | -13.1% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling