+248.5%
GLDM vs KMX
-16.7%
+265.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | -1.1% | +34.9% | -35.9% | -1.4% |
| 6M | -13.7% | +50.3% | -63.9% | -14.1% |
| YTD | +2.8% | +63.8% | -61.0% | +2.2% |
| 1Y | +24.8% | +3.8% | +21.0% | +24.3% |
| 3Y | +127.8% | -24.3% | +152.1% | +127.0% |
| 5Y | +141.1% | -50.2% | +191.4% | +140.2% |
| All | +248.5% | -16.7% | +265.2% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling