+29.5%
KORU vs GLDM
+242.2%
-212.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +4.0% |
| 7D | +24.3% | +0.7% | +23.5% | +22.7% |
| 30D | +37.3% | +0.3% | +37.0% | +37.7% |
| 3M | -32.8% | +0.7% | -33.5% | -30.5% |
| 6M | +36.9% | -15.4% | +52.3% | +85.2% |
| YTD | +162.6% | +1.0% | +161.6% | +202.1% |
| 1Y | +467.0% | +19.7% | +447.3% | +442.8% |
| 3Y | +522.4% | +126.5% | +395.9% | +207.0% |
| 5Y | +57.9% | +142.5% | -84.6% | -27.1% |
| All | +29.5% | +242.2% | -212.6% | -44.2% |
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 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