+132.0%
GLW vs KGC
+34.5%
+97.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.3% | +9.9% | +8.4% |
| 7D | +14.0% | +2.4% | +11.6% | +12.7% |
| 30D | +0.4% | +9.2% | -8.9% | -3.8% |
| 3M | -11.3% | +16.7% | -28.1% | -17.8% |
| 6M | +35.1% | -7.0% | +42.1% | +35.9% |
| YTD | +90.5% | +7.5% | +83.1% | +83.2% |
| 1Y | +132.0% | +34.4% | +97.7% | +111.5% |
| All | +132.0% | +34.5% | +97.5% | +111.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling