+117.6%
KMI vs GLDM
+106.4%
+11.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.7% | +2.1% |
| 7D | -5.1% | +2.9% | -8.0% | -5.2% |
| 30D | -3.1% | -3.9% | +0.8% | -2.9% |
| 3M | +0.2% | -8.1% | +8.4% | +0.7% |
| 6M | +1.1% | -14.7% | +15.8% | +2.5% |
| YTD | +17.7% | -6.6% | +24.3% | +16.8% |
| 1Y | +19.6% | -2.1% | +21.7% | +17.5% |
| 3Y | +117.6% | +107.7% | +9.9% | +71.3% |
| All | +117.6% | +106.4% | +11.2% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling