+739.4%
GLD vs KGC
+220.1%
+519.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.5% |
| 7D | +4.7% | +10.5% | -5.8% | +2.2% |
| 30D | -0.9% | -4.1% | +3.2% | -0.1% |
| 3M | -4.4% | -13.1% | +8.7% | -1.7% |
| 6M | -13.6% | -27.5% | +14.0% | -7.6% |
| YTD | -6.0% | -20.7% | +14.7% | -1.8% |
| 1Y | +1.8% | -6.1% | +7.8% | +2.1% |
| 3Y | +103.2% | +318.6% | -215.4% | +41.8% |
| 5Y | +119.3% | +289.9% | -170.6% | +50.1% |
| 10Y | +199.5% | +501.8% | -302.4% | +67.0% |
| All | +739.4% | +220.1% | +519.3% | +309.4% |
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