-2.1%
GLDM vs KEEL
-51.3%
+49.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | -0.1% | -2.5% |
| 7D | +2.9% | -12.8% | +15.6% | +3.6% |
| 30D | -3.9% | -37.4% | +33.5% | -0.8% |
| 3M | -8.1% | -43.8% | +35.7% | -4.7% |
| 6M | -14.7% | -51.9% | +37.2% | -11.5% |
| YTD | -6.6% | -18.7% | +12.1% | -8.8% |
| 1Y | -2.1% | -46.6% | +44.6% | -2.8% |
| All | -2.1% | -51.3% | +49.2% | -2.8% |
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