+178.5%
KMI vs GLDM
+225.0%
-46.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +1.8% |
| 7D | -6.5% | +5.0% | -11.5% | -7.2% |
| 30D | -5.1% | -1.3% | -3.8% | -4.9% |
| 3M | 0.0% | -4.7% | +4.7% | +0.5% |
| 6M | -0.9% | -12.4% | +11.5% | +1.1% |
| YTD | +15.4% | -4.1% | +19.4% | +14.6% |
| 1Y | +19.5% | +3.3% | +16.1% | +16.6% |
| 3Y | +116.3% | +110.9% | +5.4% | +75.3% |
| 5Y | +136.6% | +124.8% | +11.8% | +87.3% |
| All | +178.5% | +225.0% | -46.5% | +130.3% |
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