+3.1%
GLDM vs KEEL
-45.0%
+48.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +4.0% |
| 7D | -0.3% | -13.6% | +13.3% | +0.8% |
| 30D | -1.9% | -39.1% | +37.3% | +1.8% |
| 3M | -0.4% | -48.9% | +48.5% | +4.2% |
| 6M | -10.1% | -35.4% | +25.3% | -8.8% |
| YTD | -5.8% | -10.6% | +4.8% | -8.4% |
| 1Y | +3.1% | -45.3% | +48.4% | +2.3% |
| All | +3.1% | -45.0% | +48.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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