+175.1%
KMI vs GLDM
+221.7%
-46.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.1% | -4.3% |
| 7D | -10.3% | +1.9% | -12.2% | -10.6% |
| 30D | -5.3% | -1.7% | -3.6% | -5.1% |
| 3M | -2.1% | -3.5% | +1.4% | -1.8% |
| 6M | -4.8% | -10.1% | +5.3% | -3.5% |
| YTD | +14.0% | -5.0% | +19.0% | +13.3% |
| 1Y | +20.9% | +2.8% | +18.1% | +18.0% |
| 3Y | +105.3% | +105.1% | +0.1% | +67.3% |
| 5Y | +131.8% | +124.3% | +7.5% | +83.5% |
| All | +175.1% | +221.7% | -46.6% | +127.8% |
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 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