+204.7%
GLDM vs KEYS
+405.7%
-201.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -4.6% | +9.4% | -14.0% | -4.9% |
| 30D | -5.5% | -16.8% | +11.3% | -4.9% |
| 3M | -10.9% | -15.9% | +5.0% | -10.4% |
| 6M | -17.3% | -17.6% | +0.3% | -16.9% |
| YTD | -10.2% | +46.5% | -56.7% | -11.0% |
| 1Y | -6.9% | +66.9% | -73.8% | -8.1% |
| 3Y | +98.7% | +141.4% | -42.7% | +94.8% |
| 5Y | +106.7% | +59.5% | +47.2% | +103.3% |
| All | +204.7% | +405.7% | -201.0% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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