+129.7%
GLDM vs KEY
+122.6%
+7.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +4.4% | -3.0% | +7.4% | +4.5% |
| 3M | -1.1% | +3.3% | -4.4% | -1.2% |
| 6M | -13.7% | +9.2% | -22.9% | -13.9% |
| YTD | +2.8% | +10.6% | -7.9% | +2.5% |
| 1Y | +24.8% | +20.4% | +4.4% | +24.5% |
| All | +129.7% | +122.6% | +7.0% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling