+44.2%
KGC vs GFS
+37.2%
+7.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -1.3% | +1.0% | -2.3% | -1.5% |
| 30D | +20.3% | -8.6% | +28.9% | +22.4% |
| 3M | +8.1% | -46.5% | +54.6% | +23.2% |
| 6M | -8.8% | -4.8% | -3.9% | -11.4% |
| YTD | +10.1% | +29.7% | -19.6% | -0.7% |
| 1Y | +44.2% | +35.8% | +8.4% | +29.4% |
| All | +44.2% | +37.2% | +7.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling