+193.3%
KLAC vs GLDM
+106.4%
+86.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.3% |
| 7D | -2.1% | +2.9% | -4.9% | -3.5% |
| 30D | -21.8% | -3.9% | -17.9% | -20.3% |
| 3M | -20.5% | -8.1% | -12.4% | -17.5% |
| 6M | -18.0% | -14.7% | -3.3% | -12.0% |
| YTD | +26.4% | -6.6% | +33.0% | +34.9% |
| 1Y | +26.3% | -2.1% | +28.3% | +32.9% |
| 3Y | +193.3% | +107.7% | +85.6% | +128.7% |
| All | +193.3% | +106.4% | +86.8% | +128.7% |
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