+559.4%
GLW vs KGC
+662.9%
-103.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -18.2% | -8.8% | -9.4% | -17.4% |
| 3M | -24.2% | -21.1% | -3.1% | -22.4% |
| 6M | -41.7% | -32.3% | -9.4% | -39.5% |
| YTD | +38.3% | -23.5% | +61.8% | +42.2% |
| 1Y | +38.2% | -15.0% | +53.2% | +41.0% |
| 3Y | +363.4% | +327.5% | +35.9% | +323.3% |
| 5Y | +254.6% | +244.3% | +10.3% | +220.2% |
| All | +559.4% | +662.9% | -103.5% | +519.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling