+260.2%
KGC vs GFS
-9.0%
+269.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -4.1% | +17.2% | -21.3% | -6.3% |
| 30D | -11.6% | -8.7% | -2.9% | -10.7% |
| 3M | -24.5% | -19.7% | -4.9% | -22.4% |
| 6M | -34.6% | -40.7% | +6.1% | -30.2% |
| YTD | -26.2% | +22.5% | -48.7% | -29.0% |
| 1Y | -20.1% | +25.2% | -45.3% | -23.5% |
| 3Y | +312.4% | -17.7% | +330.1% | +307.4% |
| 5Y | +224.9% | -23.5% | +248.5% | +230.7% |
| All | +260.2% | -9.0% | +269.2% | +279.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling