+212.2%
GLD vs KMB
+41.7%
+170.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.7% |
| 7D | +4.9% | +3.4% | +1.5% | +4.7% |
| 30D | -1.3% | +14.7% | -16.0% | -2.0% |
| 3M | -4.8% | +3.3% | -8.0% | -5.0% |
| 6M | -12.5% | +16.8% | -29.3% | -13.3% |
| YTD | -4.2% | +15.2% | -19.5% | -4.9% |
| 1Y | +3.0% | +13.3% | -10.3% | +2.4% |
| 3Y | +109.1% | +5.4% | +103.7% | +107.9% |
| 5Y | +121.6% | +2.7% | +118.9% | +120.2% |
| 10Y | +212.2% | +38.7% | +173.6% | +207.3% |
| All | +212.2% | +41.7% | +170.5% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling