+96.7%
GD vs KGC
+289.8%
-193.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +8.1% | -9.3% | +17.4% | +8.7% |
| 3M | -6.8% | -15.9% | +9.1% | -5.9% |
| 6M | +3.0% | -24.9% | +27.9% | +4.6% |
| YTD | +7.8% | -23.0% | +30.8% | +8.7% |
| 1Y | +5.8% | -9.9% | +15.7% | +5.3% |
| 3Y | +55.3% | +301.2% | -245.9% | +33.9% |
| 5Y | +96.7% | +278.5% | -181.9% | +65.5% |
| All | +96.7% | +289.8% | -193.2% | +65.5% |
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