+1,522.8%
KLAC vs GLDM
+225.0%
+1,297.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.9% | +7.4% | +8.6% |
| 7D | -1.1% | +5.0% | -6.1% | -2.9% |
| 30D | -22.6% | -1.3% | -21.3% | -22.2% |
| 3M | -23.5% | -4.7% | -18.8% | -22.3% |
| 6M | -18.8% | -12.4% | -6.4% | -15.2% |
| YTD | +25.0% | -4.1% | +29.1% | +29.1% |
| 1Y | +27.5% | +3.3% | +24.2% | +29.2% |
| 3Y | +206.1% | +110.9% | +95.2% | +156.6% |
| 5Y | +281.0% | +124.8% | +156.2% | +207.4% |
| All | +1,522.8% | +225.0% | +1,297.8% | +1,290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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