+248.5%
GLDM vs KNX
+98.4%
+150.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -0.9% |
| 7D | -0.5% | +7.4% | -7.9% | -0.6% |
| 30D | +4.4% | +2.0% | +2.4% | +4.4% |
| 3M | -1.1% | -7.9% | +6.8% | -1.1% |
| 6M | -13.7% | +14.4% | -28.0% | -13.7% |
| YTD | +2.8% | +38.9% | -36.1% | +2.9% |
| 1Y | +24.8% | +65.9% | -41.0% | +25.1% |
| 3Y | +127.8% | +35.8% | +92.0% | +128.3% |
| 5Y | +141.1% | +43.3% | +97.8% | +141.6% |
| All | +248.5% | +98.4% | +150.1% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling