-39.2%
GIS vs KGC
+329.2%
-368.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +6.6% | -8.8% | +15.4% | +6.4% |
| 3M | -8.1% | -21.1% | +13.0% | -8.5% |
| 6M | +4.9% | -32.3% | +37.2% | +4.4% |
| YTD | -21.4% | -23.5% | +2.1% | -21.3% |
| 1Y | -21.6% | -15.0% | -6.6% | -21.3% |
| All | -39.2% | +329.2% | -368.4% | -40.3% |
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