+281.0%
KLAC vs GLD
+122.3%
+158.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.9% | +7.4% | +8.5% |
| 7D | -1.1% | +4.9% | -6.1% | -3.2% |
| 30D | -22.6% | -1.3% | -21.3% | -22.2% |
| 3M | -23.5% | -4.8% | -18.7% | -22.1% |
| 6M | -18.8% | -12.5% | -6.3% | -14.6% |
| YTD | +25.0% | -4.2% | +29.3% | +30.6% |
| 1Y | +27.5% | +3.0% | +24.5% | +30.7% |
| 3Y | +206.1% | +109.1% | +97.0% | +157.9% |
| 5Y | +281.0% | +121.6% | +159.4% | +190.2% |
| All | +281.0% | +122.3% | +158.7% | +190.2% |
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 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