+174.0%
GD vs KGC
+506.2%
-332.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.8% | +7.3% | +1.7% |
| 7D | -1.9% | +8.0% | -9.9% | -2.2% |
| 30D | +10.9% | -9.3% | +20.2% | +11.3% |
| 3M | -6.8% | -21.3% | +14.6% | -6.0% |
| 6M | +7.0% | -31.5% | +38.5% | +8.4% |
| YTD | +11.1% | -23.2% | +34.4% | +11.8% |
| 1Y | +7.0% | -15.0% | +22.1% | +7.2% |
| 3Y | +59.9% | +328.7% | -268.8% | +49.0% |
| 5Y | +102.5% | +262.9% | -160.4% | +87.2% |
| 10Y | +174.0% | +568.9% | -394.9% | +152.3% |
| All | +174.0% | +506.2% | -332.2% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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