+127.7%
GLD vs KGC
+543.3%
-415.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | 0.0% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | +4.4% | +20.3% | -15.9% | -2.3% |
| 3M | -1.1% | +8.1% | -9.2% | -4.5% |
| 6M | -13.8% | -8.8% | -5.0% | -12.5% |
| YTD | +2.6% | +10.1% | -7.4% | -1.5% |
| 1Y | +24.5% | +44.2% | -19.7% | +10.4% |
| All | +127.7% | +543.3% | -415.6% | +32.5% |
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