+339.2%
GLW vs KGC
+315.0%
+24.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.4% |
| 7D | +7.7% | -6.7% | +14.4% | +9.7% |
| 30D | -18.8% | -6.7% | -12.2% | -17.6% |
| 3M | -27.7% | -22.6% | -5.2% | -23.5% |
| 6M | -44.4% | -33.4% | -11.0% | -39.2% |
| YTD | +31.3% | -26.0% | +57.3% | +40.7% |
| 1Y | +40.0% | -18.3% | +58.3% | +47.7% |
| 3Y | +339.2% | +315.8% | +23.4% | +264.4% |
| All | +339.2% | +315.0% | +24.3% | +264.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling