-13.9%
KHC vs GLDM
+126.2%
-140.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | +5.9% | +1.9% | +4.1% | +5.8% |
| 30D | +14.9% | -1.7% | +16.6% | +15.0% |
| 3M | 0.0% | -3.5% | +3.5% | +0.1% |
| 6M | +16.2% | -10.1% | +26.3% | +17.2% |
| YTD | +9.8% | -5.0% | +14.9% | +9.8% |
| 1Y | +12.1% | +2.8% | +9.3% | +11.0% |
| 3Y | -10.1% | +105.1% | -115.2% | -20.2% |
| 5Y | -13.9% | +124.3% | -138.2% | -26.9% |
| All | -13.9% | +126.2% | -140.0% | -26.9% |
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 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