+654.3%
GS vs KGC
+657.9%
-3.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | -1.6% | +20.3% | -21.9% | -2.8% |
| 3M | -4.5% | +8.1% | -12.6% | -5.1% |
| 6M | +20.9% | -8.8% | +29.6% | +20.9% |
| YTD | +19.9% | +10.1% | +9.8% | +18.7% |
| 1Y | +41.4% | +44.2% | -2.8% | +38.3% |
| 3Y | +239.2% | +533.0% | -293.9% | +212.0% |
| 5Y | +185.0% | +443.0% | -258.0% | +159.6% |
| All | +654.3% | +657.9% | -3.6% | +633.8% |
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