+21.3%
DIS vs GLDM
+216.5%
-195.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.3% |
| 7D | +4.4% | +2.9% | +1.5% | +4.2% |
| 30D | +10.3% | -3.9% | +14.2% | +10.6% |
| 3M | +15.5% | -8.1% | +23.7% | +16.2% |
| 6M | +11.2% | -14.7% | +25.9% | +12.4% |
| YTD | +5.6% | -6.6% | +12.2% | +6.3% |
| 1Y | +7.7% | -2.1% | +9.8% | +8.3% |
| 3Y | +39.3% | +107.7% | -68.4% | +33.3% |
| 5Y | -29.5% | +116.5% | -146.0% | -33.6% |
| All | +21.3% | +216.5% | -195.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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