-42.6%
KWEB vs GLDM
+141.3%
-183.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.0% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | -11.5% | +0.3% | -11.8% | -11.7% |
| 3M | -2.9% | +0.7% | -3.6% | -3.5% |
| 6M | -14.6% | -15.4% | +0.8% | -9.2% |
| YTD | -25.5% | +1.0% | -26.5% | -26.8% |
| 1Y | -31.1% | +19.7% | -50.8% | -37.5% |
| 3Y | +3.0% | +126.5% | -123.5% | -34.6% |
| 5Y | -42.6% | +142.5% | -185.1% | -67.5% |
| All | -42.6% | +141.3% | -183.9% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling