+26.1%
KLAC vs GLDM
-14.2%
+40.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.8% |
| 7D | +5.7% | -0.5% | +6.3% | +6.0% |
| 30D | -3.6% | +4.4% | -8.0% | -6.2% |
| 3M | -12.8% | -1.1% | -11.8% | -11.2% |
| 6M | +26.1% | -13.7% | +39.7% | +37.3% |
| All | +26.1% | -14.2% | +40.2% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling