-50.6%
KWEB vs GLDM
+216.5%
-267.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | +3.4% | +2.9% | +0.5% | +2.4% |
| 30D | -3.5% | -3.9% | +0.4% | -2.3% |
| 3M | -17.4% | -8.1% | -9.2% | -15.3% |
| 6M | -18.6% | -14.7% | -3.9% | -14.5% |
| YTD | -29.3% | -6.6% | -22.8% | -28.5% |
| 1Y | -35.9% | -2.1% | -33.9% | -36.2% |
| 3Y | -0.1% | +107.7% | -107.7% | -25.1% |
| 5Y | -41.2% | +116.5% | -157.6% | -57.3% |
| All | -50.6% | +216.5% | -267.1% | -65.1% |
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