+1,626.0%
KLAC vs GLDM
+212.7%
+1,413.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.7% |
| 7D | +7.5% | -2.0% | +9.4% | +8.2% |
| 30D | -15.3% | -4.4% | -10.9% | -14.0% |
| 3M | -19.6% | -8.8% | -10.7% | -17.1% |
| 6M | -12.5% | -15.9% | +3.4% | -7.3% |
| YTD | +33.0% | -7.7% | +40.7% | +39.1% |
| 1Y | +35.9% | -3.6% | +39.5% | +40.6% |
| 3Y | +208.6% | +105.2% | +103.4% | +161.5% |
| 5Y | +309.5% | +112.8% | +196.7% | +236.2% |
| All | +1,626.0% | +212.7% | +1,413.3% | +1,398.5% |
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