+188.0%
GLDM vs KEEL
+309.9%
-122.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +0.9% |
| 7D | +0.2% | +19.3% | -19.1% | -0.2% |
| 30D | +0.3% | +9.1% | -8.9% | +0.1% |
| 3M | +3.3% | -31.5% | +34.8% | +3.7% |
| 6M | -14.5% | +75.8% | -90.3% | -15.5% |
| YTD | +1.9% | +57.9% | -55.9% | +0.7% |
| 1Y | +21.1% | +133.3% | -112.2% | +18.9% |
| 3Y | +128.6% | +204.1% | -75.5% | +122.1% |
| 5Y | +143.8% | -37.5% | +181.3% | +136.9% |
| All | +188.0% | +309.9% | -122.0% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling