-41.1%
DIS vs IAU
+141.6%
-182.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +3.5% | +4.4% | -0.9% | +2.9% |
| 3M | +6.8% | -1.1% | +7.9% | +6.8% |
| 6M | +3.0% | -13.7% | +16.7% | +4.3% |
| YTD | -6.7% | +2.7% | -9.5% | -6.9% |
| 1Y | -10.1% | +24.6% | -34.7% | -11.4% |
| 3Y | +33.0% | +126.8% | -93.8% | +18.4% |
| All | -41.1% | +141.6% | -182.7% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling