+403.2%
KGC vs GFS
-2.1%
+405.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.4% | +3.2% | -11.6% | -8.9% |
| 30D | +6.3% | -9.6% | +15.9% | +7.8% |
| 3M | +22.4% | -38.5% | +60.9% | +30.5% |
| 6M | -11.4% | -1.3% | -10.1% | -12.1% |
| YTD | +3.1% | +31.8% | -28.7% | -1.6% |
| 1Y | +26.6% | +44.6% | -17.9% | +19.2% |
| 3Y | +525.6% | -20.6% | +546.2% | +522.3% |
| All | +403.2% | -2.1% | +405.3% | +426.3% |
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