+562.0%
GLW vs DIS
+33.6%
+528.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -18.2% | +10.3% | -28.5% | -21.7% |
| 3M | -24.2% | +15.6% | -39.8% | -29.4% |
| 6M | -41.7% | +15.1% | -56.9% | -46.3% |
| YTD | +38.3% | +6.0% | +32.3% | +31.2% |
| 1Y | +38.2% | +5.7% | +32.5% | +31.2% |
| 3Y | +363.4% | +39.8% | +323.6% | +270.0% |
| 5Y | +254.6% | -23.9% | +278.4% | +279.8% |
| 10Y | +562.0% | +32.9% | +529.0% | +375.1% |
| All | +562.0% | +33.6% | +528.3% | +375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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