+1,889.6%
KLAC vs GLDM
+248.1%
+1,641.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.6% |
| 7D | +5.7% | -0.5% | +6.3% | +5.9% |
| 30D | -3.6% | +4.4% | -8.0% | -5.2% |
| 3M | -12.8% | -1.1% | -11.8% | -12.6% |
| 6M | +26.1% | -13.7% | +39.7% | +32.0% |
| YTD | +53.3% | +2.8% | +50.5% | +54.5% |
| 1Y | +113.7% | +24.8% | +88.8% | +105.2% |
| 3Y | +274.9% | +127.8% | +147.1% | +206.0% |
| 5Y | +470.1% | +141.1% | +329.0% | +348.9% |
| All | +1,889.6% | +248.1% | +1,641.5% | +1,564.7% |
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 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