-33.2%
KORU vs GLDM
+106.8%
-140.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | +0.1% |
| 7D | +24.3% | -5.5% | +29.9% | +37.5% |
| 30D | -44.8% | -7.0% | -37.8% | -37.2% |
| 3M | -60.0% | -12.3% | -47.8% | -48.4% |
| 6M | -78.7% | -17.9% | -60.8% | -67.1% |
| YTD | -10.6% | -10.3% | -0.3% | +30.4% |
| 1Y | -3.8% | -7.8% | +4.0% | +33.3% |
| 3Y | +142.0% | +99.5% | +42.5% | +1.0% |
| All | -33.2% | +106.8% | -140.0% | -79.9% |
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