+213.1%
GLD vs KWEB
-20.2%
+233.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.7% |
| 7D | -3.4% | -4.3% | +0.9% | -3.2% |
| 30D | -1.1% | -13.0% | +11.8% | -0.4% |
| 3M | +5.8% | -7.6% | +13.4% | +6.2% |
| 6M | -17.1% | -21.1% | +4.1% | -16.1% |
| YTD | 0.0% | -28.2% | +28.2% | +1.6% |
| 1Y | +18.2% | -34.9% | +53.1% | +20.6% |
| 3Y | +122.6% | -0.8% | +123.3% | +122.2% |
| 5Y | +137.1% | -43.6% | +180.6% | +139.0% |
| All | +213.1% | -20.2% | +233.3% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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