+82.1%
KRE vs GLDM
+104.2%
-22.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +0.3% | +4.7% | -4.4% | +0.1% |
| 30D | +4.8% | -0.9% | +5.7% | +4.8% |
| 3M | -5.1% | -4.3% | -0.8% | -5.0% |
| 6M | +3.3% | -13.4% | +16.7% | +3.9% |
| YTD | +13.3% | -5.8% | +19.2% | +13.7% |
| 1Y | +22.9% | +2.1% | +20.8% | +23.2% |
| 3Y | +82.1% | +105.0% | -22.9% | +42.6% |
| All | +82.1% | +104.2% | -22.1% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling