+189.0%
KO vs GLDM
+204.0%
-15.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +1.8% | -5.5% | +7.3% | +2.1% |
| 30D | +8.1% | -7.0% | +15.1% | +8.5% |
| 3M | +13.0% | -12.3% | +25.3% | +13.8% |
| 6M | +23.3% | -17.9% | +41.2% | +24.8% |
| YTD | +42.1% | -10.3% | +52.4% | +42.0% |
| 1Y | +39.9% | -7.8% | +47.6% | +39.4% |
| 3Y | +87.3% | +99.5% | -12.2% | +69.2% |
| 5Y | +99.3% | +106.5% | -7.2% | +77.6% |
| All | +189.0% | +204.0% | -15.0% | +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