+282.3%
KLAC vs GLD
+128.1%
+154.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.2% | +7.7% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -3.6% | +4.4% | -8.0% | -5.5% |
| 3M | -12.8% | -1.1% | -11.7% | -12.5% |
| 6M | +26.1% | -13.8% | +39.8% | +33.5% |
| YTD | +53.3% | +2.6% | +50.7% | +57.3% |
| 1Y | +113.7% | +24.5% | +89.2% | +109.3% |
| All | +282.3% | +128.1% | +154.2% | +237.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling