+130.0%
KDP vs GLDM
+204.4%
-74.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.8% | -4.6% | +3.8% | -0.7% |
| 30D | +9.7% | -5.5% | +15.2% | +9.8% |
| 3M | +17.6% | -10.9% | +28.5% | +17.8% |
| 6M | +25.8% | -17.3% | +43.1% | +26.2% |
| YTD | +33.9% | -10.2% | +44.0% | +33.8% |
| 1Y | +38.9% | -6.9% | +45.8% | +38.7% |
| 3Y | +26.8% | +98.7% | -71.9% | +23.5% |
| 5Y | +16.3% | +106.7% | -90.4% | +12.3% |
| All | +130.0% | +204.4% | -74.3% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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