+463.0%
KGC vs GPC
+30.9%
+432.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +20.3% | +6.0% | +14.3% | +18.9% |
| 3M | +8.1% | +42.6% | -34.5% | +0.2% |
| 6M | -8.8% | +22.8% | -31.5% | -13.2% |
| YTD | +10.1% | +15.5% | -5.4% | +5.4% |
| 1Y | +44.2% | +2.0% | +42.2% | +41.0% |
| 3Y | +533.0% | -1.4% | +534.5% | +515.9% |
| All | +463.0% | +30.9% | +432.1% | +384.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling