-37.7%
DIS vs GTLB
-47.1%
+9.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -2.6% | +11.1% | -13.6% | -4.0% |
| 30D | +3.5% | +37.8% | -34.3% | -1.1% |
| 3M | +6.8% | +61.6% | -54.8% | -0.4% |
| 6M | +3.0% | +98.9% | -95.9% | -7.5% |
| YTD | -6.7% | +32.8% | -39.5% | -11.7% |
| 1Y | -10.1% | +14.7% | -24.7% | -13.6% |
| 3Y | +33.0% | +1.3% | +31.7% | +24.6% |
| All | -37.7% | -47.1% | +9.4% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling