+104.1%
GLD vs DIS
-23.4%
+127.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -4.6% | +1.9% | -6.5% | -4.7% |
| 30D | -5.5% | +9.2% | -14.6% | -5.9% |
| 3M | -10.9% | +13.5% | -24.4% | -11.5% |
| 6M | -17.4% | +14.3% | -31.7% | -18.0% |
| YTD | -10.3% | +5.4% | -15.7% | -10.9% |
| 1Y | -7.2% | +12.2% | -19.3% | -7.8% |
| 3Y | +96.9% | +37.2% | +59.7% | +93.2% |
| All | +104.1% | -23.4% | +127.4% | +92.5% |
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