+216.8%
GLDM vs KNX
+71.2%
+145.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | +2.9% | -1.1% | +4.0% | +2.9% |
| 30D | -3.9% | -3.7% | -0.2% | -3.9% |
| 3M | -8.1% | -9.3% | +1.2% | -8.1% |
| 6M | -14.7% | -2.5% | -12.2% | -14.6% |
| YTD | -6.6% | +19.8% | -26.4% | -6.5% |
| 1Y | -2.1% | +37.3% | -39.3% | -1.9% |
| 3Y | +107.7% | +29.5% | +78.2% | +108.2% |
| 5Y | +116.5% | +11.5% | +105.0% | +116.8% |
| All | +216.8% | +71.2% | +145.6% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling