+425.8%
KGC vs GFS
-2.1%
+427.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | -0.1% | +4.5% | -4.6% | -0.7% |
| 30D | +10.5% | -8.2% | +18.7% | +11.7% |
| 3M | +19.8% | -38.9% | +58.6% | +27.8% |
| 6M | -6.7% | -2.9% | -3.8% | -7.2% |
| YTD | +7.8% | +31.8% | -24.0% | +2.9% |
| 1Y | +35.7% | +43.1% | -7.5% | +27.9% |
| 3Y | +553.7% | -20.6% | +574.3% | +550.3% |
| All | +425.8% | -2.1% | +427.9% | +450.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling