+183.6%
KMI vs GLDM
+248.1%
-64.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +0.9% | +4.4% | -3.5% | +0.1% |
| 3M | 0.0% | -1.1% | +1.0% | 0.0% |
| 6M | -5.7% | -13.7% | +8.0% | -3.2% |
| YTD | +17.5% | +2.8% | +14.7% | +15.5% |
| 1Y | +22.3% | +24.8% | -2.6% | +14.6% |
| 3Y | +111.9% | +127.8% | -15.9% | +69.7% |
| 5Y | +151.8% | +141.1% | +10.7% | +97.5% |
| All | +183.6% | +248.1% | -64.5% | +132.3% |
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 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