-46.5%
KWEB vs GLDM
+248.1%
-294.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -8.7% | +4.4% | -13.1% | -10.1% |
| 3M | -4.0% | -1.1% | -2.9% | -3.9% |
| 6M | -13.1% | -13.7% | +0.5% | -9.0% |
| YTD | -23.5% | +2.8% | -26.3% | -24.8% |
| 1Y | -27.2% | +24.8% | -52.0% | -33.3% |
| 3Y | -2.1% | +127.8% | -129.9% | -28.7% |
| 5Y | -40.8% | +141.1% | -181.9% | -58.4% |
| All | -46.5% | +248.1% | -294.7% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling