-50.1%
KWEB vs GLDM
+225.0%
-275.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.9% |
| 7D | +4.1% | +5.0% | -0.9% | +2.5% |
| 30D | -2.5% | -1.3% | -1.2% | -2.1% |
| 3M | -15.2% | -4.7% | -10.5% | -14.0% |
| 6M | -17.7% | -12.4% | -5.3% | -14.3% |
| YTD | -28.6% | -4.1% | -24.6% | -28.3% |
| 1Y | -33.8% | +3.3% | -37.2% | -35.3% |
| 3Y | +1.2% | +110.9% | -109.8% | -24.5% |
| 5Y | -39.2% | +124.8% | -164.0% | -56.3% |
| All | -50.1% | +225.0% | -275.1% | -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 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