-7.2%
GLD vs KR
+10.4%
-17.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.3% |
| 7D | -4.6% | +4.6% | -9.2% | -4.2% |
| 30D | -5.5% | +12.2% | -17.7% | -4.3% |
| 3M | -10.9% | +24.6% | -35.5% | -8.8% |
| 6M | -17.4% | +8.2% | -25.6% | -16.4% |
| YTD | -10.3% | +15.3% | -25.6% | -9.4% |
| 1Y | -7.2% | +9.8% | -16.9% | -6.3% |
| All | -7.2% | +10.4% | -17.6% | -6.3% |
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