+159.7%
GILD vs KGC
+698.0%
-538.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.8% |
| 7D | -4.8% | -5.6% | +0.8% | -4.6% |
| 30D | +5.8% | +6.1% | -0.4% | +5.4% |
| 3M | +14.9% | +17.3% | -2.4% | +14.0% |
| 6M | -0.4% | -10.3% | +9.9% | -0.2% |
| YTD | +18.5% | +3.9% | +14.7% | +17.8% |
| 1Y | +25.1% | +25.7% | -0.6% | +23.1% |
| 3Y | +105.9% | +526.0% | -420.1% | +85.5% |
| 5Y | +143.0% | +455.5% | -312.5% | +118.3% |
| All | +159.7% | +698.0% | -538.3% | +132.1% |
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