+458.2%
KORU vs GLDM
+22.3%
+436.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +15.3% |
| 7D | +13.0% | -0.5% | +13.5% | +14.4% |
| 30D | +27.3% | +4.4% | +22.9% | +16.9% |
| 3M | -55.3% | -1.1% | -54.2% | -50.5% |
| 6M | +11.6% | -13.7% | +25.3% | +56.1% |
| YTD | +158.5% | +2.8% | +155.8% | +220.9% |
| All | +458.2% | +22.3% | +436.0% | +445.6% |
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