-42.1%
KHC vs GLDM
+216.5%
-258.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | +8.8% | -3.9% | +12.8% | +9.2% |
| 3M | -1.2% | -8.1% | +6.9% | -0.6% |
| 6M | +4.6% | -14.7% | +19.3% | +6.2% |
| YTD | +5.1% | -6.6% | +11.7% | +5.2% |
| 1Y | +6.2% | -2.1% | +8.3% | +5.7% |
| 3Y | -12.9% | +107.7% | -120.6% | -22.2% |
| 5Y | -16.8% | +116.5% | -133.3% | -26.4% |
| All | -42.1% | +216.5% | -258.5% | -49.2% |
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