+318.6%
KGC vs GLDM
+104.2%
+214.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +4.3% |
| 7D | +10.5% | +4.7% | +5.8% | +2.8% |
| 30D | -4.1% | -0.9% | -3.2% | -2.1% |
| 3M | -13.1% | -4.3% | -8.8% | -5.5% |
| 6M | -27.5% | -13.4% | -14.1% | -6.8% |
| YTD | -20.7% | -5.8% | -14.9% | -12.5% |
| 1Y | -6.1% | +2.1% | -8.1% | -9.7% |
| 3Y | +318.6% | +105.0% | +213.6% | +11.7% |
| All | +318.6% | +104.2% | +214.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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