+45.6%
KRE vs GLDM
+204.4%
-158.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.7% | -4.6% | +5.4% | +0.3% |
| 30D | +6.1% | -5.5% | +11.6% | +5.6% |
| 3M | -5.9% | -10.9% | +5.0% | -6.8% |
| 6M | +9.6% | -17.3% | +26.9% | +7.8% |
| YTD | +14.2% | -10.2% | +24.4% | +14.1% |
| 1Y | +22.5% | -6.9% | +29.4% | +23.1% |
| 3Y | +90.4% | +98.7% | -8.3% | +119.0% |
| 5Y | +11.9% | +106.7% | -94.9% | +29.0% |
| All | +45.6% | +204.4% | -158.8% | +96.7% |
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