+213.0%
GLDM vs KIM
+118.9%
+94.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.2% |
| 7D | -2.0% | -1.0% | -0.9% | -1.9% |
| 30D | -4.4% | +14.8% | -19.2% | -4.5% |
| 3M | -8.8% | +8.1% | -17.0% | -8.9% |
| 6M | -15.9% | +11.7% | -27.5% | -15.9% |
| YTD | -7.7% | +30.7% | -38.4% | -7.8% |
| 1Y | -3.6% | +29.7% | -33.3% | -3.7% |
| 3Y | +105.2% | +65.1% | +40.2% | +104.7% |
| 5Y | +112.8% | +34.7% | +78.1% | +112.2% |
| All | +213.0% | +118.9% | +94.1% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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