-14.0%
KR vs GLDM
+20.2%
-34.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.5% |
| 7D | -1.3% | +0.7% | -2.0% | -1.2% |
| 30D | +1.5% | +0.3% | +1.2% | +1.6% |
| 3M | -8.5% | +0.7% | -9.2% | -8.3% |
| 6M | -21.9% | -15.4% | -6.4% | -21.6% |
| YTD | -6.9% | +1.0% | -7.9% | -9.1% |
| 1Y | -14.0% | +19.7% | -33.7% | -13.2% |
| All | -14.0% | +20.2% | -34.1% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling