+493.9%
GLW vs DIS
+35.1%
+458.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | +5.2% | -19.2% | -15.8% |
| 30D | -35.0% | +11.5% | -46.4% | -38.1% |
| 3M | -32.4% | +11.5% | -43.9% | -36.1% |
| 6M | -41.3% | +8.9% | -50.2% | -44.7% |
| YTD | +21.8% | +3.4% | +18.4% | +16.7% |
| 1Y | +21.8% | +7.2% | +14.7% | +14.6% |
| 3Y | +307.7% | +43.3% | +264.4% | +219.6% |
| 5Y | +213.7% | -31.4% | +245.1% | +253.8% |
| All | +493.9% | +35.1% | +458.7% | +330.6% |
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