+3.5%
KWEB vs GLDM
+107.7%
-104.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +9.4% | +4.7% | +4.8% | +7.9% |
| 30D | +2.3% | -0.9% | +3.1% | +2.5% |
| 3M | -12.3% | -4.3% | -8.0% | -11.4% |
| 6M | -16.4% | -13.4% | -3.0% | -12.8% |
| YTD | -26.9% | -5.8% | -21.1% | -26.1% |
| 1Y | -33.2% | +2.1% | -35.2% | -34.1% |
| All | +3.5% | +107.7% | -104.1% | -21.6% |
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