-31.2%
DIS vs GLDM
+126.2%
-157.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +5.7% | +1.9% | +3.8% | +5.4% |
| 30D | +12.7% | -1.7% | +14.4% | +12.8% |
| 3M | +15.2% | -3.5% | +18.7% | +15.5% |
| 6M | +17.6% | -10.1% | +27.6% | +18.7% |
| YTD | +3.8% | -5.0% | +8.9% | +4.5% |
| 1Y | +6.8% | +2.8% | +4.0% | +7.1% |
| 3Y | +42.1% | +105.1% | -63.0% | +28.0% |
| 5Y | -31.2% | +124.3% | -155.5% | -42.8% |
| All | -31.2% | +126.2% | -157.3% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling