+211.8%
GLD vs KMB
+38.7%
+173.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -4.4% | +10.2% | -14.7% | -4.9% |
| 3M | -8.9% | +1.5% | -10.4% | -9.0% |
| 6M | -16.0% | +16.6% | -32.6% | -16.7% |
| YTD | -7.9% | +12.1% | -19.9% | -8.4% |
| 1Y | -3.9% | +11.1% | -14.9% | -4.4% |
| 3Y | +103.4% | +1.9% | +101.5% | +102.6% |
| 5Y | +109.7% | -1.3% | +111.0% | +108.9% |
| 10Y | +211.8% | +37.8% | +174.1% | +206.7% |
| All | +211.8% | +38.7% | +173.1% | +206.7% |
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