+82.1%
KORU vs GLDM
+104.2%
-22.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +7.3% |
| 7D | -35.0% | +4.7% | -39.7% | -41.6% |
| 30D | -65.5% | -0.9% | -64.7% | -65.0% |
| 3M | -58.9% | -4.3% | -54.6% | -54.4% |
| 6M | -83.5% | -13.4% | -70.1% | -76.8% |
| YTD | -23.9% | -5.8% | -18.1% | +3.7% |
| 1Y | -12.4% | +2.1% | -14.5% | +6.4% |
| 3Y | +82.1% | +105.0% | -22.9% | -34.2% |
| All | +82.1% | +104.2% | -22.1% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling