+143.8%
GLDM vs KEYS
+82.0%
+61.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.0% |
| 7D | +0.2% | +2.9% | -2.8% | 0.0% |
| 30D | +0.3% | -1.3% | +1.6% | +0.3% |
| 3M | +3.3% | -0.1% | +3.4% | +3.1% |
| 6M | -14.5% | +17.4% | -31.8% | -15.4% |
| YTD | +1.9% | +62.9% | -61.0% | -0.9% |
| 1Y | +21.1% | +95.7% | -74.7% | +16.7% |
| 3Y | +128.6% | +150.2% | -21.6% | +117.1% |
| 5Y | +143.8% | +83.1% | +60.7% | +133.9% |
| All | +143.8% | +82.0% | +61.8% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling