+5.7%
DIS vs IAU
-3.8%
+9.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | +10.3% | -4.4% | +14.7% | +11.2% |
| 3M | +15.6% | -8.9% | +24.5% | +17.5% |
| 6M | +15.1% | -15.9% | +31.1% | +19.1% |
| YTD | +6.0% | -7.8% | +13.7% | +4.2% |
| 1Y | +5.7% | -3.8% | +9.5% | -2.6% |
| All | +5.7% | -3.8% | +9.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1y: compounded portfolio wealth divided by compounded IAU 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…
1y analysis · Full analysis span regression · 6 months rolling