+121.1%
GLD vs DIS
-30.3%
+151.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +1.9% | +5.7% | -3.8% | +1.6% |
| 30D | -1.8% | +12.7% | -14.5% | -2.3% |
| 3M | -3.6% | +15.2% | -18.8% | -4.3% |
| 6M | -10.2% | +17.6% | -27.8% | -11.0% |
| YTD | -5.3% | +3.8% | -9.1% | -5.8% |
| 1Y | +2.5% | +6.8% | -4.3% | +1.9% |
| 3Y | +103.2% | +42.1% | +61.1% | +99.3% |
| 5Y | +121.1% | -31.2% | +152.2% | +107.1% |
| All | +121.1% | -30.3% | +151.4% | +107.1% |
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