+26.2%
KLAC vs GLD
+2.5%
+23.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.8% | -6.3% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | -27.6% | -1.9% | -25.7% | -26.7% |
| 3M | -23.3% | -0.4% | -22.8% | -23.5% |
| 6M | -12.4% | -10.2% | -2.2% | -6.3% |
| YTD | +23.7% | -6.0% | +29.7% | +39.2% |
| 1Y | +26.2% | +2.8% | +23.4% | +29.2% |
| All | +26.2% | +2.5% | +23.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 1y: compounded portfolio wealth divided by compounded GLD 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…
1y analysis · Full analysis span regression · 6 months rolling