+49.8%
KRE vs GLDM
+248.1%
-198.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.4% |
| 7D | +1.3% | -0.5% | +1.8% | +1.2% |
| 30D | -2.7% | +4.4% | -7.1% | -2.2% |
| 3M | +8.2% | -1.1% | +9.2% | +8.2% |
| 6M | +12.8% | -13.7% | +26.5% | +11.1% |
| YTD | +17.5% | +2.8% | +14.7% | +18.9% |
| 1Y | +16.6% | +24.8% | -8.3% | +22.0% |
| 3Y | +79.5% | +127.8% | -48.3% | +109.2% |
| 5Y | +32.4% | +141.1% | -108.7% | +55.4% |
| All | +49.8% | +248.1% | -198.3% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling