+470.0%
KLAC vs GLD
+139.9%
+330.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | -12.8% | -1.1% | -11.7% | -12.6% |
| 6M | +26.1% | -13.8% | +39.8% | +32.7% |
| YTD | +53.3% | +2.6% | +50.7% | +55.8% |
| 1Y | +113.7% | +24.5% | +89.2% | +107.1% |
| 3Y | +274.9% | +125.8% | +149.0% | +209.5% |
| All | +470.0% | +139.9% | +330.1% | +326.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling