+2,986.0%
KLAC vs GLD
+217.0%
+2,769.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | +6.2% | +0.1% | +6.0% | +6.1% |
| 30D | -5.0% | +0.2% | -5.2% | -5.1% |
| 3M | -14.4% | +3.2% | -17.6% | -15.5% |
| 6M | +28.3% | -14.6% | +42.9% | +34.4% |
| YTD | +51.1% | +1.8% | +49.3% | +52.7% |
| 1Y | +100.4% | +20.7% | +79.6% | +94.7% |
| 3Y | +276.3% | +126.5% | +149.8% | +214.5% |
| 5Y | +452.1% | +140.0% | +312.0% | +347.5% |
| 10Y | +2,986.0% | +218.2% | +2,767.7% | +2,464.6% |
| All | +2,986.0% | +217.0% | +2,769.0% | +2,464.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling