-20.8%
GIS vs KGC
+692.5%
-713.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.9% |
| 7D | -8.4% | -8.4% | 0.0% | -8.1% |
| 30D | -5.2% | +6.3% | -11.5% | -5.5% |
| 3M | +8.2% | +22.4% | -14.3% | +7.1% |
| 6M | -12.0% | -11.4% | -0.6% | -11.8% |
| YTD | -18.9% | +3.1% | -22.0% | -19.4% |
| 1Y | -23.6% | +26.6% | -50.2% | -25.0% |
| 3Y | -37.6% | +525.6% | -563.2% | -44.6% |
| 5Y | -25.2% | +451.7% | -476.8% | -33.8% |
| All | -20.8% | +692.5% | -713.4% | -32.4% |
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 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