+213.3%
GLD vs KGC
+645.2%
-431.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | +0.7% | +2.4% | -1.7% | +0.2% |
| 30D | +0.3% | +9.2% | -8.9% | -1.9% |
| 3M | +0.6% | +16.7% | -16.1% | -3.3% |
| 6M | -15.6% | -7.0% | -8.6% | -14.9% |
| YTD | +0.9% | +7.5% | -6.6% | -1.4% |
| 1Y | +19.4% | +34.4% | -15.0% | +10.9% |
| 3Y | +124.5% | +552.0% | -427.5% | +48.5% |
| 5Y | +138.9% | +454.5% | -315.6% | +58.2% |
| 10Y | +213.3% | +658.7% | -445.4% | +84.0% |
| All | +213.3% | +645.2% | -431.9% | +84.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling