+570.3%
KGC vs GGLL
+253.9%
+316.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -1.3% | -4.8% | +3.5% | -0.7% |
| 30D | +20.3% | -13.7% | +34.0% | +22.3% |
| 3M | +8.1% | -21.9% | +29.9% | +10.7% |
| 6M | -8.8% | +11.7% | -20.4% | -11.1% |
| YTD | +10.1% | +2.3% | +7.8% | +7.9% |
| 1Y | +44.2% | +76.2% | -32.0% | +33.0% |
| All | +570.3% | +253.9% | +316.4% | +480.5% |
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 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