+215.0%
GLD vs KR
+129.5%
+85.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.6% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -1.5% | +5.1% | -6.6% | -1.5% |
| 3M | +3.2% | -8.2% | +11.4% | +3.3% |
| 6M | -16.3% | -18.0% | +1.7% | -16.1% |
| YTD | +0.6% | -4.8% | +5.4% | +0.6% |
| 1Y | +19.1% | -11.0% | +30.1% | +19.2% |
| 3Y | +123.5% | +37.7% | +85.8% | +123.1% |
| 5Y | +138.5% | +52.8% | +85.7% | +138.4% |
| All | +215.0% | +129.5% | +85.5% | +214.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling