+126.5%
GLDM vs KEEL
+193.7%
-67.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.2% | -2.0% |
| 7D | +0.7% | +21.5% | -20.8% | 0.0% |
| 30D | +0.3% | -3.9% | +4.2% | +0.3% |
| 3M | +0.7% | -34.1% | +34.8% | +1.6% |
| 6M | -15.4% | +82.8% | -98.3% | -17.6% |
| YTD | +1.0% | +58.7% | -57.7% | -1.5% |
| 1Y | +19.7% | +191.4% | -171.7% | +15.6% |
| 3Y | +126.5% | +205.7% | -79.2% | +118.4% |
| All | +126.5% | +193.7% | -67.2% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling