+1,384.6%
KLAC vs GLDM
+219.1%
+1,165.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +7.0% |
| 7D | -12.3% | +4.7% | -17.0% | -13.9% |
| 30D | -29.6% | -0.9% | -28.8% | -29.4% |
| 3M | -28.2% | -4.3% | -23.9% | -27.2% |
| 6M | -23.6% | -13.4% | -10.2% | -19.8% |
| YTD | +14.4% | -5.8% | +20.2% | +18.8% |
| 1Y | +15.4% | +2.1% | +13.4% | +17.5% |
| 3Y | +184.3% | +105.0% | +79.3% | +140.2% |
| 5Y | +248.9% | +122.5% | +126.4% | +182.6% |
| All | +1,384.6% | +219.1% | +1,165.5% | +1,179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling