+46.0%
KRE vs GLDM
+212.7%
-166.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.8% |
| 30D | +4.9% | -4.4% | +9.3% | +4.4% |
| 3M | -4.5% | -8.8% | +4.4% | -5.3% |
| 6M | +7.7% | -15.9% | +23.5% | +6.0% |
| YTD | +14.5% | -7.7% | +22.2% | +14.7% |
| 1Y | +21.5% | -3.6% | +25.1% | +22.6% |
| 3Y | +91.2% | +105.2% | -14.0% | +120.8% |
| 5Y | +11.8% | +112.8% | -101.0% | +29.2% |
| All | +46.0% | +212.7% | -166.7% | +97.7% |
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