+218.8%
GLD vs KGC
+663.0%
-444.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | +4.4% | +20.3% | -15.9% | -0.2% |
| 3M | -1.1% | +8.1% | -9.2% | -3.3% |
| 6M | -13.8% | -8.8% | -5.0% | -12.7% |
| YTD | +2.6% | +10.1% | -7.4% | -0.2% |
| 1Y | +24.5% | +44.2% | -19.7% | +13.9% |
| 3Y | +125.8% | +533.0% | -407.2% | +50.1% |
| 5Y | +137.8% | +443.0% | -305.2% | +57.9% |
| All | +218.8% | +663.0% | -444.2% | +86.2% |
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 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