+233.4%
GLW vs DIS
-29.6%
+263.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -11.1% | +4.4% | -15.5% | -12.2% |
| 30D | -28.4% | +10.3% | -38.8% | -30.5% |
| 3M | -28.8% | +15.5% | -44.3% | -32.3% |
| 6M | -39.8% | +11.2% | -51.0% | -42.4% |
| YTD | +28.7% | +5.6% | +23.2% | +24.7% |
| 1Y | +27.7% | +7.7% | +20.0% | +22.7% |
| 3Y | +331.3% | +39.3% | +292.0% | +261.2% |
| 5Y | +233.4% | -29.5% | +263.0% | +241.6% |
| All | +233.4% | -29.6% | +263.1% | +241.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling