+37.0%
KMB vs GLDM
+248.1%
-211.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | -5.5% | +4.4% | -9.9% | -5.8% |
| 3M | +14.0% | -1.1% | +15.0% | +14.0% |
| 6M | +4.1% | -13.7% | +17.8% | +5.4% |
| YTD | +8.0% | +2.8% | +5.3% | +7.6% |
| 1Y | -13.7% | +24.8% | -38.6% | -15.8% |
| 3Y | -5.9% | +127.8% | -133.8% | -13.5% |
| 5Y | -8.6% | +141.1% | -149.8% | -17.2% |
| All | +37.0% | +248.1% | -211.1% | +41.0% |
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