+21.0%
DIS vs GLDM
+219.0%
-198.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +3.9% |
| 7D | +9.1% | -0.3% | +9.4% | +9.1% |
| 30D | +14.8% | -1.9% | +16.7% | +14.9% |
| 3M | +21.2% | -0.4% | +21.6% | +21.1% |
| 6M | +18.3% | -10.1% | +28.4% | +19.1% |
| YTD | +5.4% | -5.8% | +11.2% | +6.0% |
| 1Y | +8.3% | +3.1% | +5.2% | +8.7% |
| 3Y | +44.2% | +103.4% | -59.2% | +38.1% |
| 5Y | -28.0% | +125.5% | -153.5% | -32.2% |
| All | +21.0% | +219.0% | -198.0% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling