-9.8%
KGC vs GGLL
-16.8%
+7.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +2.3% |
| 7D | +11.1% | +6.3% | +4.8% | +10.1% |
| 30D | -3.7% | -35.1% | +31.3% | +1.7% |
| 3M | -17.2% | -37.7% | +20.5% | -12.2% |
| 6M | -27.3% | -54.1% | +26.8% | -19.2% |
| YTD | -18.5% | -29.4% | +10.9% | -19.4% |
| All | -9.8% | -16.8% | +7.0% | -14.0% |
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