+187.4%
KR vs GLDM
+204.0%
-16.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.5% |
| 7D | +0.5% | -5.5% | +6.0% | +0.6% |
| 30D | +14.9% | -7.0% | +21.9% | +14.9% |
| 3M | +25.4% | -12.3% | +37.7% | +25.4% |
| 6M | +9.3% | -17.9% | +27.3% | +9.6% |
| YTD | +13.7% | -10.3% | +23.9% | +13.1% |
| 1Y | +9.2% | -7.8% | +16.9% | +8.5% |
| 3Y | +70.1% | +99.5% | -29.4% | +66.0% |
| 5Y | +82.5% | +106.5% | -24.0% | +77.6% |
| All | +187.4% | +204.0% | -16.6% | +239.6% |
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 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