+1,532.9%
KLAC vs GLDM
+204.4%
+1,328.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.0% | -4.6% | +14.6% | +11.8% |
| 30D | -14.8% | -5.5% | -9.4% | -13.1% |
| 3M | -27.2% | -10.9% | -16.3% | -24.3% |
| 6M | -17.5% | -17.3% | -0.1% | -12.0% |
| YTD | +25.8% | -10.2% | +36.0% | +32.9% |
| 1Y | +31.8% | -6.9% | +38.8% | +37.9% |
| 3Y | +195.3% | +98.7% | +96.6% | +152.9% |
| 5Y | +285.9% | +106.7% | +179.2% | +220.0% |
| All | +1,532.9% | +204.4% | +1,328.5% | +1,331.3% |
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