+222.0%
GLDM vs KMX
-30.8%
+252.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +0.9% |
| 7D | +1.9% | -6.4% | +8.2% | +2.0% |
| 30D | -1.7% | -4.9% | +3.2% | -1.6% |
| 3M | -3.5% | -7.2% | +3.6% | -3.4% |
| 6M | -10.1% | +41.2% | -51.3% | -10.4% |
| YTD | -5.0% | +36.1% | -41.2% | -5.4% |
| 1Y | +2.8% | +28.9% | -26.1% | +2.4% |
| 3Y | +105.1% | -21.5% | +126.6% | +104.5% |
| 5Y | +124.3% | -66.0% | +190.3% | +124.3% |
| All | +222.0% | -30.8% | +252.8% | +210.7% |
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