+46.3%
KRE vs GLDM
+216.5%
-170.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.7% |
| 7D | +0.3% | +2.9% | -2.6% | +0.5% |
| 30D | +5.9% | -3.9% | +9.8% | +5.5% |
| 3M | -3.3% | -8.1% | +4.8% | -4.0% |
| 6M | +5.8% | -14.7% | +20.5% | +4.3% |
| YTD | +14.7% | -6.6% | +21.3% | +15.1% |
| 1Y | +22.0% | -2.1% | +24.1% | +23.3% |
| 3Y | +91.6% | +107.7% | -16.1% | +121.4% |
| 5Y | +13.0% | +116.5% | -103.5% | +30.9% |
| All | +46.3% | +216.5% | -170.2% | +98.3% |
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 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