+219.4%
GLDM vs KEY
+51.6%
+167.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.7% | -1.3% | +5.9% | +4.6% |
| 30D | -0.9% | +5.1% | -6.0% | -0.8% |
| 3M | -4.3% | -7.1% | +2.8% | -4.4% |
| 6M | -13.4% | -4.4% | -9.0% | -13.5% |
| YTD | -5.8% | +4.0% | -9.8% | -5.7% |
| 1Y | +2.1% | +23.4% | -21.4% | +2.6% |
| 3Y | +105.0% | +113.9% | -8.9% | +109.0% |
| 5Y | +122.5% | +12.3% | +110.2% | +124.3% |
| All | +219.4% | +51.6% | +167.8% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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