+42.0%
KMB vs GLDM
+219.0%
-176.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.5% | +3.8% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | +14.0% | -1.9% | +15.9% | +14.1% |
| 3M | -1.3% | -0.4% | -0.9% | -1.3% |
| 6M | +16.7% | -10.1% | +26.8% | +17.6% |
| YTD | +12.0% | -5.8% | +17.8% | +12.3% |
| 1Y | +13.6% | +3.1% | +10.5% | +13.0% |
| 3Y | +3.1% | +103.4% | -100.3% | -4.3% |
| 5Y | +0.8% | +125.5% | -124.8% | -8.4% |
| All | +42.0% | +219.0% | -176.9% | +47.2% |
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