+83.4%
KO vs GLDM
+143.3%
-59.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.8% | -0.5% | -1.2% | -1.8% |
| 30D | +1.4% | +4.4% | -3.0% | +1.3% |
| 3M | +15.4% | -1.1% | +16.4% | +15.6% |
| 6M | +14.3% | -13.7% | +27.9% | +15.4% |
| YTD | +27.7% | +2.8% | +24.9% | +26.7% |
| 1Y | +32.7% | +24.8% | +7.8% | +28.2% |
| 3Y | +62.2% | +127.8% | -65.6% | +44.3% |
| All | +83.4% | +143.3% | -59.9% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling