+81.6%
GM vs KGC
+435.7%
-354.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +3.3% |
| 7D | -1.1% | -8.4% | +7.4% | -0.1% |
| 30D | -3.4% | +6.3% | -9.8% | -4.2% |
| 3M | +8.7% | +22.4% | -13.7% | +5.9% |
| 6M | +15.4% | -11.4% | +26.8% | +16.0% |
| YTD | +6.6% | +3.1% | +3.5% | +5.2% |
| 1Y | +51.5% | +26.6% | +24.9% | +45.3% |
| 3Y | +169.3% | +525.6% | -356.2% | +92.4% |
| 5Y | +81.6% | +451.7% | -370.1% | +33.5% |
| All | +81.6% | +435.7% | -354.2% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling