+216.8%
GLDM vs KMX
-28.7%
+245.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.6% |
| 7D | +2.9% | +1.5% | +1.3% | +2.8% |
| 30D | -3.9% | +3.0% | -6.9% | -4.0% |
| 3M | -8.1% | -7.8% | -0.3% | -8.1% |
| 6M | -14.7% | +34.3% | -49.0% | -15.0% |
| YTD | -6.6% | +40.2% | -46.8% | -6.9% |
| 1Y | -2.1% | +63.0% | -65.0% | -2.5% |
| 3Y | +107.7% | -14.5% | +122.2% | +106.9% |
| 5Y | +116.5% | -64.3% | +180.8% | +116.3% |
| All | +216.8% | -28.7% | +245.5% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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