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  • KGC vs GPC✓SelectedUSD · GPCKGC vs GPC performance historyLatest closeAs of-2.33%09/08
Stock and ETF performance explorer

KGC vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+658.7%
GPC return
+79.8%
Excess return
+578.8%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-2.3%-2.9%+0.6%-1.8%
7D+2.4%+0.2%+2.3%+2.4%
30D+9.2%-0.4%+9.6%+9.3%
3M+16.7%+39.2%-22.4%+9.5%
6M-7.0%+18.2%-25.2%-10.3%
YTD+7.5%+12.1%-4.6%+4.3%
1Y+34.4%-0.7%+35.0%+33.0%
3Y+552.0%-1.7%+553.6%+535.2%
5Y+454.5%+29.3%+425.2%+411.4%
10Y+658.7%+80.7%+578.0%+587.7%
All+658.7%+79.8%+578.8%+587.7%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling