-10.2%
GLD vs DIS
+16.3%
-26.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +1.9% | +5.7% | -3.8% | +0.8% |
| 30D | -1.8% | +12.7% | -14.5% | -3.9% |
| 3M | -3.6% | +15.2% | -18.8% | -6.5% |
| 6M | -10.2% | +17.6% | -27.8% | -13.6% |
| All | -10.2% | +16.3% | -26.6% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling