+84.1%
KR vs GLDM
+107.1%
-23.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.6% | -4.6% | +9.2% | +4.6% |
| 30D | +12.2% | -5.5% | +17.7% | +12.3% |
| 3M | +24.6% | -10.9% | +35.4% | +24.7% |
| 6M | +8.2% | -17.3% | +25.5% | +8.8% |
| YTD | +15.3% | -10.2% | +25.4% | +14.2% |
| 1Y | +9.8% | -6.9% | +16.7% | +8.3% |
| 3Y | +71.4% | +98.7% | -27.3% | +58.0% |
| All | +84.1% | +107.1% | -23.0% | +63.5% |
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