+219.3%
GLDM vs KEY
+56.7%
+162.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.7% |
| 7D | -0.3% | +1.7% | -1.9% | -0.2% |
| 30D | -1.9% | +6.8% | -8.6% | -1.8% |
| 3M | -0.4% | -5.8% | +5.4% | -0.5% |
| 6M | -10.1% | +1.4% | -11.5% | -10.0% |
| YTD | -5.8% | +7.5% | -13.4% | -5.7% |
| 1Y | +3.1% | +29.6% | -26.5% | +3.7% |
| 3Y | +103.4% | +118.8% | -15.4% | +107.4% |
| 5Y | +125.5% | +16.8% | +108.7% | +127.5% |
| All | +219.3% | +56.7% | +162.6% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling