+199.8%
GS vs KGC
+315.0%
-115.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +5.9% | -6.7% | +12.5% | +7.1% |
| 30D | +4.3% | -6.7% | +11.0% | +5.3% |
| 3M | -11.7% | -22.6% | +10.9% | -8.3% |
| 6M | -3.2% | -33.4% | +30.3% | +2.1% |
| YTD | +5.8% | -26.0% | +31.8% | +9.5% |
| 1Y | +16.0% | -18.3% | +34.3% | +18.7% |
| 3Y | +199.8% | +315.8% | -116.0% | +145.7% |
| All | +199.8% | +315.0% | -115.2% | +145.7% |
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