+279.5%
KGC vs GTLB
-49.8%
+329.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +0.2% | -9.6% | +9.9% | +0.9% |
| 30D | -8.8% | -15.5% | +6.7% | -7.8% |
| 3M | -21.1% | +12.4% | -33.4% | -21.9% |
| 6M | -32.3% | +84.6% | -116.9% | -35.5% |
| YTD | -23.5% | +26.1% | -49.5% | -25.3% |
| 1Y | -15.0% | +1.7% | -16.7% | -15.6% |
| 3Y | +327.5% | +6.1% | +321.4% | +315.2% |
| 5Y | +244.3% | -61.1% | +305.4% | +230.5% |
| All | +279.5% | -49.8% | +329.3% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling