+178.7%
KR vs GLDM
+219.1%
-40.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | +1.4% | +4.7% | -3.3% | +1.4% |
| 30D | +14.3% | -0.9% | +15.1% | +14.2% |
| 3M | +18.9% | -4.3% | +23.2% | +18.9% |
| 6M | +3.8% | -13.4% | +17.2% | +4.0% |
| YTD | +10.2% | -5.8% | +16.0% | +9.7% |
| 1Y | +9.2% | +2.1% | +7.1% | +8.2% |
| 3Y | +60.3% | +105.0% | -44.7% | +56.5% |
| 5Y | +78.3% | +122.5% | -44.2% | +73.7% |
| All | +178.7% | +219.1% | -40.4% | +229.3% |
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