+41.1%
KO vs GLDM
-1.4%
+42.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +0.8% |
| 7D | +2.2% | +2.9% | -0.6% | +2.4% |
| 30D | +10.1% | -3.9% | +14.0% | +9.9% |
| 3M | +12.2% | -8.1% | +20.4% | +11.8% |
| 6M | +25.1% | -14.7% | +39.8% | +25.2% |
| YTD | +41.3% | -6.6% | +47.9% | +39.4% |
| 1Y | +41.1% | -2.1% | +43.1% | +37.7% |
| All | +41.1% | -1.4% | +42.5% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling