+163.9%
GLDM vs KEEL
+111.0%
+52.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | -0.1% | -2.6% |
| 7D | +2.9% | -12.8% | +15.6% | +3.0% |
| 30D | -3.9% | -37.4% | +33.5% | -3.2% |
| 3M | -8.1% | -43.8% | +35.7% | -7.4% |
| 6M | -14.7% | -51.9% | +37.2% | -14.0% |
| YTD | -6.6% | -18.7% | +12.1% | -6.7% |
| 1Y | -2.1% | -46.6% | +44.6% | -1.8% |
| 3Y | +107.7% | +59.2% | +48.5% | +103.9% |
| 5Y | +116.5% | -75.8% | +192.3% | +113.0% |
| All | +163.9% | +111.0% | +52.8% | +148.4% |
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