-23.6%
DIS vs IAU
+106.1%
-129.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.8% |
| 7D | +0.9% | -5.5% | +6.3% | +1.6% |
| 30D | +8.9% | -7.0% | +15.9% | +9.8% |
| 3M | +14.5% | -12.3% | +26.8% | +16.3% |
| 6M | +12.2% | -17.9% | +30.2% | +14.7% |
| YTD | +4.7% | -10.3% | +15.0% | +6.1% |
| 1Y | +2.8% | -7.9% | +10.7% | +4.0% |
| 3Y | +38.1% | +98.7% | -60.5% | +22.9% |
| 5Y | -23.6% | +105.0% | -128.7% | -37.7% |
| All | -23.6% | +106.1% | -129.7% | -37.7% |
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