+123.2%
GLW vs KGC
+43.6%
+79.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.5% |
| 7D | +3.8% | -1.3% | +5.0% | +4.1% |
| 30D | -1.3% | +20.3% | -21.6% | -8.9% |
| 3M | -21.8% | +8.1% | -29.9% | -24.8% |
| 6M | +6.9% | -8.8% | +15.7% | +8.0% |
| YTD | +77.2% | +10.1% | +67.1% | +68.8% |
| 1Y | +123.2% | +44.2% | +79.0% | +99.4% |
| All | +123.2% | +43.6% | +79.6% | +99.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling