+97.2%
GD vs KGC
+450.1%
-352.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | -5.3% | -1.3% | -4.0% | -5.2% |
| 30D | -6.4% | +20.3% | -26.7% | -7.9% |
| 3M | +5.7% | +8.1% | -2.4% | +4.7% |
| 6M | -0.9% | -8.8% | +7.8% | -0.8% |
| YTD | +8.2% | +10.1% | -1.9% | +6.4% |
| 1Y | +13.4% | +44.2% | -30.8% | +8.9% |
| 3Y | +68.5% | +533.0% | -464.5% | +40.3% |
| All | +97.2% | +450.1% | -352.9% | +61.4% |
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