+183.7%
KO vs GLDM
+219.1%
-35.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.7% | +4.7% | -3.0% | +1.4% |
| 30D | +11.5% | -0.9% | +12.3% | +11.5% |
| 3M | +10.8% | -4.3% | +15.1% | +11.0% |
| 6M | +22.3% | -13.4% | +35.7% | +23.4% |
| YTD | +39.5% | -5.8% | +45.3% | +39.1% |
| 1Y | +42.2% | +2.1% | +40.2% | +40.6% |
| 3Y | +83.1% | +105.0% | -22.0% | +65.4% |
| 5Y | +94.8% | +122.5% | -27.7% | +72.8% |
| All | +183.7% | +219.1% | -35.3% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling