+1.5%
KMB vs GLDM
+126.2%
-124.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +0.4% | +1.9% | -1.5% | +0.3% |
| 30D | +14.1% | -1.7% | +15.8% | +14.2% |
| 3M | -0.5% | -3.5% | +3.0% | -0.4% |
| 6M | +16.6% | -10.1% | +26.6% | +17.3% |
| YTD | +13.7% | -5.0% | +18.8% | +14.1% |
| 1Y | +16.1% | +2.8% | +13.3% | +15.8% |
| 3Y | +4.7% | +105.1% | -100.4% | 0.0% |
| 5Y | +1.5% | +124.3% | -122.8% | -9.7% |
| All | +1.5% | +126.2% | -124.6% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling