-40.0%
KHC vs GLDM
+204.4%
-244.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.6% |
| 7D | +2.0% | -4.6% | +6.6% | +2.4% |
| 30D | +10.6% | -5.5% | +16.1% | +11.1% |
| 3M | +0.5% | -10.9% | +11.4% | +1.4% |
| 6M | +12.1% | -17.3% | +29.4% | +14.0% |
| YTD | +8.9% | -10.2% | +19.1% | +9.4% |
| 1Y | +7.5% | -6.9% | +14.4% | +7.4% |
| 3Y | -10.7% | +98.7% | -109.4% | -19.9% |
| 5Y | -13.2% | +106.7% | -119.9% | -22.9% |
| All | -40.0% | +204.4% | -244.3% | -47.2% |
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