-4.3%
KGC vs GGLL
-11.6%
+7.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.5% | +1.0% | +6.4% |
| 7D | -6.8% | -23.1% | +16.3% | -3.3% |
| 30D | -9.2% | -32.9% | +23.7% | -4.1% |
| 3M | -9.1% | -44.9% | +35.8% | -1.6% |
| 6M | -25.7% | -49.5% | +23.9% | -18.1% |
| YTD | -23.6% | -28.9% | +5.3% | -24.2% |
| 1Y | -4.3% | -12.2% | +7.9% | -10.5% |
| All | -4.3% | -11.6% | +7.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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