+184.3%
KLAC vs GLDM
+104.2%
+80.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +7.1% |
| 7D | -12.3% | +4.7% | -17.0% | -14.3% |
| 30D | -29.6% | -0.9% | -28.8% | -29.4% |
| 3M | -28.2% | -4.3% | -23.9% | -27.0% |
| 6M | -23.6% | -13.4% | -10.2% | -18.6% |
| YTD | +14.4% | -5.8% | +20.2% | +21.7% |
| 1Y | +15.4% | +2.1% | +13.4% | +20.1% |
| 3Y | +184.3% | +105.0% | +79.3% | +134.2% |
| All | +184.3% | +104.2% | +80.1% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling