+24.5%
GLD vs KR
-12.5%
+37.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | +1.5% | -2.0% | -0.4% |
| 30D | +4.4% | +4.1% | +0.3% | +4.7% |
| 3M | -1.1% | -5.2% | +4.1% | -1.2% |
| 6M | -13.8% | -12.8% | -1.0% | -14.5% |
| YTD | +2.6% | -4.6% | +7.2% | +1.5% |
| 1Y | +24.5% | -11.7% | +36.2% | +25.4% |
| All | +24.5% | -12.5% | +37.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 1y: compounded portfolio wealth divided by compounded KR 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…
1y analysis · Full analysis span regression · 6 months rolling