+205.0%
GLD vs KMB
+36.7%
+168.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +4.7% | +0.5% | +4.3% | +4.7% |
| 30D | -0.9% | +12.4% | -13.3% | -1.5% |
| 3M | -4.4% | +1.0% | -5.4% | -4.5% |
| 6M | -13.6% | +12.1% | -25.7% | -14.1% |
| YTD | -6.0% | +11.6% | -17.6% | -6.5% |
| 1Y | +1.8% | +13.1% | -11.3% | +1.1% |
| 3Y | +103.2% | +1.6% | +101.6% | +102.4% |
| 5Y | +119.3% | -0.3% | +119.7% | +118.4% |
| All | +205.0% | +36.7% | +168.2% | +200.1% |
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