+129.7%
GLDM vs KMX
-23.7%
+153.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -0.5% | +1.9% | -2.4% | -0.6% |
| 30D | +4.4% | +11.7% | -7.3% | +4.2% |
| 3M | -1.1% | +34.9% | -35.9% | -1.6% |
| 6M | -13.7% | +50.3% | -63.9% | -14.5% |
| YTD | +2.8% | +63.8% | -61.0% | +1.9% |
| 1Y | +24.8% | +3.8% | +21.0% | +23.5% |
| All | +129.7% | -23.7% | +153.4% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling