+542.4%
GLW vs KGC
+496.6%
+45.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.5% | +8.9% |
| 7D | -5.9% | +11.1% | -17.0% | -7.1% |
| 30D | -26.0% | -3.7% | -22.2% | -25.7% |
| 3M | -29.9% | -17.2% | -12.7% | -28.6% |
| 6M | -37.8% | -27.3% | -10.5% | -35.9% |
| YTD | +33.1% | -18.5% | +51.7% | +35.9% |
| 1Y | +36.8% | -5.7% | +42.5% | +38.2% |
| 3Y | +356.1% | +336.5% | +19.6% | +315.3% |
| 5Y | +243.8% | +298.7% | -54.9% | +208.4% |
| 10Y | +542.4% | +538.5% | +3.8% | +499.8% |
| All | +542.4% | +496.6% | +45.8% | +499.8% |
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