+190.3%
GLDM vs KEEL
+283.4%
-93.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.0% |
| 7D | -0.5% | +7.8% | -8.3% | -0.7% |
| 30D | +4.4% | -11.7% | +16.1% | +4.6% |
| 3M | -1.1% | -41.5% | +40.4% | -0.4% |
| 6M | -13.7% | +54.9% | -68.6% | -14.5% |
| YTD | +2.8% | +47.7% | -44.9% | +1.7% |
| 1Y | +24.8% | +177.6% | -152.8% | +22.4% |
| 3Y | +127.8% | +164.9% | -37.1% | +121.7% |
| 5Y | +141.1% | -45.9% | +187.0% | +134.7% |
| All | +190.3% | +283.4% | -93.1% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling