+318.6%
KGC vs GGLL
+154.9%
+163.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.8% |
| 7D | +10.5% | +3.1% | +7.4% | +10.0% |
| 30D | -4.1% | -36.3% | +32.3% | +1.1% |
| 3M | -13.1% | -40.4% | +27.3% | -7.9% |
| 6M | -27.5% | -54.6% | +27.1% | -21.1% |
| YTD | -20.7% | -31.1% | +10.4% | -18.8% |
| 1Y | -6.1% | -19.2% | +13.1% | -5.8% |
| 3Y | +318.6% | +151.5% | +167.1% | +289.1% |
| All | +318.6% | +154.9% | +163.7% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling