+27.5%
KORU vs GLDM
+248.1%
-220.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +14.7% |
| 7D | +13.0% | -0.5% | +13.5% | +14.0% |
| 30D | +27.3% | +4.4% | +22.9% | +20.8% |
| 3M | -55.3% | -1.1% | -54.2% | -51.3% |
| 6M | +11.6% | -13.7% | +25.3% | +47.3% |
| YTD | +158.5% | +2.8% | +155.8% | +190.5% |
| 1Y | +482.2% | +24.8% | +457.3% | +430.7% |
| 3Y | +471.9% | +127.8% | +344.1% | +178.7% |
| 5Y | +41.1% | +141.1% | -100.0% | -35.4% |
| All | +27.5% | +248.1% | -220.6% | -46.4% |
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