+213.0%
GLDM vs KEY
+55.9%
+157.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | -4.4% | +6.7% | -11.2% | -4.3% |
| 3M | -8.8% | -4.6% | -4.2% | -8.9% |
| 6M | -15.9% | +2.6% | -18.5% | -15.8% |
| YTD | -7.7% | +7.0% | -14.6% | -7.5% |
| 1Y | -3.6% | +23.5% | -27.1% | -3.1% |
| 3Y | +105.2% | +126.4% | -21.2% | +109.5% |
| 5Y | +112.8% | +13.0% | +99.7% | +114.5% |
| All | +213.0% | +55.9% | +157.1% | +215.3% |
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