+133.5%
KDP vs GLDM
+221.7%
-88.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.3% |
| 7D | +4.5% | +1.9% | +2.6% | +4.4% |
| 30D | +18.5% | -1.7% | +20.2% | +18.5% |
| 3M | +20.8% | -3.5% | +24.4% | +20.8% |
| 6M | +29.4% | -10.1% | +39.5% | +29.6% |
| YTD | +35.9% | -5.0% | +40.9% | +35.7% |
| 1Y | +42.5% | +2.8% | +39.7% | +42.0% |
| 3Y | +29.4% | +105.1% | -75.7% | +25.9% |
| 5Y | +15.8% | +124.3% | -108.5% | +11.7% |
| All | +133.5% | +221.7% | -88.1% | +144.9% |
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