+537.0%
KGC vs GLDM
+219.0%
+318.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.7% | +3.8% | +0.5% |
| 7D | -6.8% | -0.3% | -6.5% | -5.9% |
| 30D | -9.2% | -1.9% | -7.3% | -5.2% |
| 3M | -9.1% | -0.4% | -8.7% | -7.1% |
| 6M | -25.7% | -10.1% | -15.6% | -6.4% |
| YTD | -23.6% | -5.8% | -17.8% | -15.7% |
| 1Y | -4.3% | +3.1% | -7.4% | -12.6% |
| 3Y | +298.1% | +103.4% | +194.7% | -17.5% |
| 5Y | +288.1% | +125.5% | +162.5% | -35.6% |
| All | +537.0% | +219.0% | +318.0% | -54.9% |
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 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