+187.4%
KO vs GLDM
+216.5%
-29.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +1.1% |
| 7D | +2.2% | +2.9% | -0.6% | +2.1% |
| 30D | +10.1% | -3.9% | +14.0% | +10.3% |
| 3M | +12.2% | -8.1% | +20.4% | +12.7% |
| 6M | +25.1% | -14.7% | +39.8% | +26.4% |
| YTD | +41.3% | -6.6% | +47.9% | +40.9% |
| 1Y | +41.1% | -2.1% | +43.1% | +40.0% |
| 3Y | +86.3% | +107.7% | -21.4% | +67.9% |
| 5Y | +97.8% | +116.5% | -18.7% | +75.8% |
| All | +187.4% | +216.5% | -29.0% | +169.8% |
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