+47.0%
KRE vs GLDM
+225.0%
-178.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.9% |
| 7D | -0.4% | +5.0% | -5.4% | 0.0% |
| 30D | +6.4% | -1.3% | +7.7% | +6.3% |
| 3M | -3.1% | -4.7% | +1.6% | -3.5% |
| 6M | +6.4% | -12.4% | +18.8% | +5.1% |
| YTD | +15.3% | -4.1% | +19.4% | +15.9% |
| 1Y | +23.3% | +3.3% | +19.9% | +25.4% |
| 3Y | +93.6% | +110.9% | -17.3% | +123.7% |
| 5Y | +13.2% | +124.8% | -111.6% | +31.9% |
| All | +47.0% | +225.0% | -178.0% | +99.7% |
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