+142.5%
GLDM vs KNX
+41.9%
+100.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | +0.7% | +6.4% | -5.6% | +0.7% |
| 30D | +0.3% | +1.4% | -1.1% | +0.3% |
| 3M | +0.7% | -12.0% | +12.7% | +0.8% |
| 6M | -15.4% | +25.2% | -40.6% | -15.5% |
| YTD | +1.0% | +36.6% | -35.6% | +0.9% |
| 1Y | +19.7% | +67.6% | -47.8% | +19.8% |
| 3Y | +126.5% | +40.8% | +85.7% | +126.7% |
| 5Y | +142.5% | +43.3% | +99.1% | +139.5% |
| All | +142.5% | +41.9% | +100.6% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling