+214.5%
GLD vs KGC
+662.9%
-448.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -4.4% | -8.8% | +4.4% | -2.5% |
| 3M | -8.9% | -21.1% | +12.2% | -4.1% |
| 6M | -16.0% | -32.3% | +16.3% | -8.7% |
| YTD | -7.9% | -23.5% | +15.6% | -2.7% |
| 1Y | -3.9% | -15.0% | +11.1% | -0.9% |
| 3Y | +103.4% | +327.5% | -224.1% | +47.5% |
| 5Y | +109.7% | +244.3% | -134.6% | +53.7% |
| All | +214.5% | +662.9% | -448.4% | +90.9% |
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