+1.6%
KMB vs GLDM
+105.4%
-103.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +0.1% | -2.0% | +2.0% | +0.3% |
| 30D | +10.2% | -4.4% | +14.7% | +10.6% |
| 3M | +1.5% | -8.8% | +10.3% | +2.1% |
| 6M | +16.6% | -15.9% | +32.5% | +18.3% |
| YTD | +12.1% | -7.7% | +19.7% | +12.6% |
| 1Y | +11.1% | -3.6% | +14.7% | +11.2% |
| All | +1.6% | +105.4% | -103.8% | -10.6% |
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