-10.3%
KHC vs GLDM
+143.3%
-153.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.8% | -0.5% | -1.2% | -1.7% |
| 30D | -1.9% | +4.4% | -6.3% | -2.2% |
| 3M | +14.4% | -1.1% | +15.5% | +14.6% |
| 6M | +8.7% | -13.7% | +22.4% | +10.3% |
| YTD | +7.8% | +2.8% | +5.0% | +7.3% |
| 1Y | -1.5% | +24.8% | -26.4% | -4.1% |
| 3Y | -9.9% | +127.8% | -137.7% | -19.9% |
| All | -10.3% | +143.3% | -153.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling