+102.3%
GLD vs KGC
+329.2%
-226.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -4.4% | -8.8% | +4.4% | -1.6% |
| 3M | -8.9% | -21.1% | +12.2% | -2.0% |
| 6M | -16.0% | -32.3% | +16.3% | -5.4% |
| YTD | -7.9% | -23.5% | +15.6% | -0.3% |
| 1Y | -3.9% | -15.0% | +11.1% | +0.7% |
| All | +102.3% | +329.2% | -226.9% | +33.1% |
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