+140.0%
GLD vs KWEB
-42.3%
+182.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | +0.1% | -3.6% | +3.7% | +0.4% |
| 30D | +0.2% | -14.9% | +15.1% | +1.2% |
| 3M | +3.2% | -5.4% | +8.6% | +3.5% |
| 6M | -14.6% | -18.9% | +4.2% | -13.6% |
| YTD | +1.8% | -27.2% | +29.0% | +3.5% |
| 1Y | +20.7% | -34.2% | +55.0% | +23.3% |
| 3Y | +126.5% | +0.6% | +125.9% | +126.2% |
| 5Y | +140.0% | -43.5% | +183.5% | +140.9% |
| All | +140.0% | -42.3% | +182.4% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling