+1,710.5%
GS vs KGC
+283.6%
+1,427.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.4% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -3.1% | -9.3% | +6.2% | -2.8% |
| 3M | -17.7% | -15.9% | -1.8% | -17.2% |
| 6M | -4.6% | -24.9% | +20.3% | -3.7% |
| YTD | +0.3% | -23.0% | +23.3% | +1.0% |
| 1Y | +11.7% | -9.9% | +21.7% | +11.9% |
| 3Y | +183.6% | +301.2% | -117.7% | +170.9% |
| 5Y | +141.0% | +278.5% | -137.6% | +129.2% |
| 10Y | +507.4% | +484.3% | +23.2% | +466.1% |
| All | +1,710.5% | +283.6% | +1,427.0% | +1,831.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling