+107.0%
GLDM vs KMX
-64.6%
+171.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -4.6% | +3.4% | -8.0% | -4.7% |
| 30D | -5.5% | +6.8% | -12.3% | -5.6% |
| 3M | -10.9% | -11.4% | +0.5% | -10.7% |
| 6M | -17.3% | +43.6% | -60.9% | -17.7% |
| YTD | -10.2% | +37.7% | -47.9% | -10.6% |
| 1Y | -6.9% | +53.0% | -59.9% | -7.4% |
| 3Y | +98.7% | -16.3% | +115.0% | +97.6% |
| All | +107.0% | -64.6% | +171.5% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling