+142.5%
GLD vs DIS
-40.0%
+182.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | +4.4% | +3.5% | +0.9% | +4.2% |
| 3M | -1.1% | +6.8% | -7.9% | -1.4% |
| 6M | -13.8% | +3.0% | -16.8% | -14.0% |
| YTD | +2.6% | -6.7% | +9.4% | +2.6% |
| 1Y | +24.5% | -10.1% | +34.6% | +24.6% |
| 3Y | +125.8% | +33.0% | +92.8% | +122.7% |
| All | +142.5% | -40.0% | +182.5% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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