+478.5%
GS vs KGC
+496.6%
-18.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +1.9% | +4.5% |
| 7D | +0.8% | +11.1% | -10.3% | +0.1% |
| 30D | +1.2% | -3.7% | +5.0% | +1.4% |
| 3M | -12.4% | -17.2% | +4.8% | -11.4% |
| 6M | -2.3% | -27.3% | +25.0% | -0.7% |
| YTD | +4.6% | -18.5% | +23.1% | +5.5% |
| 1Y | +17.5% | -5.7% | +23.2% | +17.8% |
| 3Y | +202.0% | +336.5% | -134.4% | +184.0% |
| 5Y | +152.4% | +298.7% | -146.3% | +134.1% |
| 10Y | +478.5% | +538.5% | -60.0% | +473.2% |
| All | +478.5% | +496.6% | -18.0% | +473.2% |
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