+816.6%
GLD vs KGC
+344.3%
+472.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| YTD | +2.6% | +10.1% | -7.4% | -0.4% |
| 1Y | +24.5% | +44.2% | -19.7% | +13.1% |
| 3Y | +125.8% | +533.0% | -407.2% | +43.4% |
| 5Y | +137.8% | +443.0% | -305.2% | +50.9% |
| 10Y | +221.4% | +678.6% | -457.2% | +68.2% |
| All | +816.6% | +344.3% | +472.2% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling