+96.6%
KO vs GLDM
+121.8%
-25.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.7% | +4.7% | -3.0% | +1.6% |
| 30D | +11.5% | -0.9% | +12.3% | +11.5% |
| 3M | +10.8% | -4.3% | +15.1% | +10.9% |
| 6M | +22.3% | -13.4% | +35.7% | +23.1% |
| YTD | +39.5% | -5.8% | +45.3% | +38.8% |
| 1Y | +42.2% | +2.1% | +40.2% | +40.5% |
| 3Y | +83.1% | +105.0% | -22.0% | +63.7% |
| All | +96.6% | +121.8% | -25.2% | +65.5% |
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