+184.2%
KMI vs GLDM
+216.5%
-32.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.7% | +2.4% |
| 7D | -5.1% | +2.9% | -8.0% | -5.5% |
| 30D | -3.1% | -3.9% | +0.8% | -2.7% |
| 3M | +0.2% | -8.1% | +8.4% | +1.3% |
| 6M | +1.1% | -14.7% | +15.8% | +3.5% |
| YTD | +17.7% | -6.6% | +24.3% | +17.3% |
| 1Y | +19.6% | -2.1% | +21.7% | +17.8% |
| 3Y | +117.6% | +107.7% | +9.9% | +76.4% |
| 5Y | +143.1% | +116.5% | +26.6% | +93.5% |
| All | +184.2% | +216.5% | -32.3% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling