-49.1%
KWEB vs GLDM
+245.4%
-294.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | -14.9% | +0.3% | -15.2% | -15.1% |
| 3M | -5.4% | +3.3% | -8.7% | -6.7% |
| 6M | -18.9% | -14.5% | -4.4% | -14.8% |
| YTD | -27.2% | +1.9% | -29.2% | -28.3% |
| 1Y | -34.2% | +21.1% | -55.3% | -39.1% |
| 3Y | +0.6% | +128.6% | -128.0% | -26.9% |
| 5Y | -43.5% | +143.8% | -187.3% | -60.3% |
| All | -49.1% | +245.4% | -294.5% | -65.0% |
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