+185.7%
GS vs KGC
+450.1%
-264.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.4% |
| 7D | +0.9% | -1.3% | +2.2% | +1.1% |
| 30D | -1.6% | +20.3% | -21.9% | -4.4% |
| 3M | -4.5% | +8.1% | -12.6% | -6.0% |
| 6M | +20.9% | -8.8% | +29.6% | +21.2% |
| YTD | +19.9% | +10.1% | +9.8% | +16.9% |
| 1Y | +41.4% | +44.2% | -2.8% | +32.8% |
| 3Y | +239.2% | +533.0% | -293.9% | +155.6% |
| All | +185.7% | +450.1% | -264.4% | +107.5% |
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