+43.3%
DIS vs GTLB
+12.7%
+30.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +5.2% | -11.1% | +16.3% | +6.4% |
| 30D | +11.5% | -7.5% | +19.0% | +12.1% |
| 3M | +11.5% | +34.8% | -23.3% | +7.9% |
| 6M | +8.9% | +98.0% | -89.1% | +0.8% |
| YTD | +3.4% | +28.1% | -24.7% | 0.0% |
| 1Y | +7.2% | +5.6% | +1.6% | +6.0% |
| 3Y | +43.3% | +15.9% | +27.4% | +51.9% |
| All | +43.3% | +12.7% | +30.6% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling