+93.8%
GD vs KGC
+286.2%
-192.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.7% | -0.8% |
| 7D | -5.0% | +10.5% | -15.5% | -5.7% |
| 30D | +8.9% | -4.1% | +13.0% | +9.1% |
| 3M | -8.0% | -13.1% | +5.0% | -7.4% |
| 6M | +2.9% | -27.5% | +30.4% | +4.8% |
| YTD | +7.1% | -20.7% | +27.8% | +7.7% |
| 1Y | +5.9% | -6.1% | +12.0% | +5.1% |
| 3Y | +53.9% | +318.6% | -264.8% | +32.2% |
| All | +93.8% | +286.2% | -192.4% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling