+182.4%
KR vs GLDM
+216.5%
-34.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +0.9% |
| 7D | +2.7% | +2.9% | -0.2% | +2.7% |
| 30D | +11.3% | -3.9% | +15.2% | +11.3% |
| 3M | +22.3% | -8.1% | +30.4% | +22.3% |
| 6M | +5.8% | -14.7% | +20.5% | +6.0% |
| YTD | +11.7% | -6.6% | +18.3% | +11.1% |
| 1Y | +8.9% | -2.1% | +10.9% | +8.1% |
| 3Y | +67.1% | +107.7% | -40.6% | +63.1% |
| 5Y | +80.0% | +116.5% | -36.4% | +75.3% |
| All | +182.4% | +216.5% | -34.0% | +233.7% |
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