+248.5%
GLDM vs KEYS
+455.8%
-207.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | +4.4% | -2.6% | +7.0% | +4.5% |
| 3M | -1.1% | -4.6% | +3.6% | -1.0% |
| 6M | -13.7% | +8.7% | -22.4% | -14.0% |
| YTD | +2.8% | +61.0% | -58.3% | +1.4% |
| 1Y | +24.8% | +96.0% | -71.1% | +22.7% |
| 3Y | +127.8% | +144.4% | -16.6% | +122.8% |
| 5Y | +141.1% | +80.5% | +60.6% | +136.5% |
| All | +248.5% | +455.8% | -207.4% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling