-41.2%
KHC vs GLDM
+219.1%
-260.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | +1.1% | +4.7% | -3.6% | +0.7% |
| 30D | +12.0% | -0.9% | +12.8% | +12.0% |
| 3M | +0.2% | -4.3% | +4.5% | +0.4% |
| 6M | +10.3% | -13.4% | +23.7% | +11.8% |
| YTD | +6.7% | -5.8% | +12.5% | +6.8% |
| 1Y | +10.9% | +2.1% | +8.8% | +9.8% |
| 3Y | -12.6% | +105.0% | -117.7% | -21.7% |
| 5Y | -16.3% | +122.5% | -138.8% | -26.2% |
| All | -41.2% | +219.1% | -260.3% | -48.4% |
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