+21.1%
GLDM vs KNX
+63.0%
-41.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +1.1% |
| 7D | +0.2% | +2.3% | -2.2% | 0.0% |
| 30D | +0.3% | +0.5% | -0.2% | +0.2% |
| 3M | +3.3% | -14.1% | +17.4% | +4.3% |
| 6M | -14.5% | +19.8% | -34.2% | -15.5% |
| YTD | +1.9% | +32.7% | -30.8% | -0.2% |
| 1Y | +21.1% | +62.3% | -41.2% | +16.4% |
| All | +21.1% | +63.0% | -41.9% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling