+132.9%
KDP vs GLDM
+219.0%
-86.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.7% | +2.2% | +5.8% |
| 7D | +5.3% | -0.3% | +5.6% | +5.3% |
| 30D | +19.1% | -1.9% | +21.0% | +19.1% |
| 3M | +19.2% | -0.4% | +19.6% | +19.1% |
| 6M | +29.3% | -10.1% | +39.3% | +29.4% |
| YTD | +35.5% | -5.8% | +41.4% | +35.4% |
| 1Y | +43.5% | +3.1% | +40.4% | +43.0% |
| 3Y | +29.0% | +103.4% | -74.4% | +25.6% |
| 5Y | +16.2% | +125.5% | -109.3% | +12.1% |
| All | +132.9% | +219.0% | -86.1% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling