+767.2%
GLW vs DIS
+20.9%
+746.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.4% |
| 7D | +3.8% | -2.6% | +6.3% | +4.9% |
| 30D | -1.3% | +3.5% | -4.8% | -3.2% |
| 3M | -21.8% | +6.8% | -28.6% | -25.2% |
| 6M | +6.9% | +3.0% | +3.9% | +3.8% |
| YTD | +77.2% | -6.7% | +83.9% | +78.5% |
| 1Y | +123.2% | -10.1% | +133.3% | +128.5% |
| 3Y | +400.0% | +33.0% | +366.9% | +305.0% |
| 5Y | +342.8% | -40.0% | +382.8% | +433.6% |
| All | +767.2% | +20.9% | +746.3% | +540.4% |
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