-34.6%
GIS vs KGC
+556.1%
-590.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.6% |
| 7D | -8.3% | +2.4% | -10.7% | -8.2% |
| 30D | +2.2% | +9.2% | -7.1% | +2.3% |
| 3M | +15.7% | +16.7% | -1.0% | +16.1% |
| 6M | -12.0% | -7.0% | -5.0% | -11.9% |
| YTD | -15.0% | +7.5% | -22.5% | -14.6% |
| 1Y | -20.1% | +34.4% | -54.5% | -19.4% |
| 3Y | -34.6% | +552.0% | -586.6% | -39.2% |
| All | -34.6% | +556.1% | -590.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling