+590.1%
KGC vs GGLL
+188.6%
+401.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | -13.1% | -40.4% | +27.3% | -7.3% |
| 6M | -27.5% | -54.6% | +27.1% | -20.3% |
| YTD | -20.7% | -31.1% | +10.4% | -18.6% |
| 1Y | -6.1% | -19.2% | +13.1% | -6.0% |
| 3Y | +318.6% | +151.5% | +167.1% | +244.1% |
| All | +590.1% | +188.6% | +401.5% | +442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling