+816.6%
GLD vs KMB
+284.7%
+531.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | -0.5% |
| 30D | +4.4% | -5.5% | +9.9% | +4.5% |
| 3M | -1.1% | +14.0% | -15.1% | -1.4% |
| 6M | -13.8% | +4.1% | -17.9% | -13.9% |
| YTD | +2.6% | +8.0% | -5.4% | +2.5% |
| 1Y | +24.5% | -13.7% | +38.3% | +24.8% |
| 3Y | +125.8% | -5.9% | +131.8% | +125.9% |
| 5Y | +137.8% | -8.6% | +146.4% | +137.9% |
| 10Y | +221.4% | +17.3% | +204.1% | +223.0% |
| All | +816.6% | +284.7% | +531.8% | +853.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling