+43.9%
DIS vs GLDM
+105.8%
-61.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | +5.7% | +1.9% | +3.8% | +5.5% |
| 30D | +12.7% | -1.7% | +14.4% | +12.8% |
| 3M | +15.2% | -3.5% | +18.7% | +15.4% |
| 6M | +17.6% | -10.1% | +27.6% | +18.5% |
| YTD | +3.8% | -5.0% | +8.9% | +5.2% |
| 1Y | +6.8% | +2.8% | +4.0% | +8.5% |
| All | +43.9% | +105.8% | -61.9% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling