+189.4%
KO vs GLDM
+212.7%
-23.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +1.8% | -2.0% | +3.8% | +1.9% |
| 30D | +8.7% | -4.4% | +13.1% | +8.9% |
| 3M | +13.5% | -8.8% | +22.3% | +14.0% |
| 6M | +25.6% | -15.9% | +41.5% | +27.0% |
| YTD | +42.3% | -7.7% | +50.0% | +42.0% |
| 1Y | +39.9% | -3.6% | +43.5% | +38.9% |
| 3Y | +87.5% | +105.2% | -17.7% | +69.1% |
| 5Y | +99.1% | +112.8% | -13.7% | +77.2% |
| All | +189.4% | +212.7% | -23.4% | +171.8% |
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