-21.9%
KVUE vs GLDM
+113.8%
-135.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -1.9% | +0.7% | -2.7% | -1.9% |
| 30D | -3.3% | +0.3% | -3.6% | -3.3% |
| 3M | +6.0% | +0.7% | +5.3% | +6.0% |
| 6M | +2.3% | -15.4% | +17.8% | +2.8% |
| YTD | +10.3% | +1.0% | +9.3% | +11.1% |
| 1Y | +4.6% | +19.7% | -15.2% | +4.3% |
| 3Y | -2.2% | +126.5% | -128.7% | -13.7% |
| All | -21.9% | +113.8% | -135.7% | -30.0% |
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