-10.1%
GLDM vs KMX
+42.4%
-52.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.4% |
| 7D | +1.9% | -6.4% | +8.2% | +2.7% |
| 30D | -1.7% | -4.9% | +3.2% | -1.2% |
| 3M | -3.5% | -7.2% | +3.6% | -2.7% |
| 6M | -10.1% | +41.2% | -51.3% | -15.6% |
| All | -10.1% | +42.4% | -52.5% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling