+266.9%
KGC vs GTLB
-49.4%
+316.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.2% |
| 7D | -6.7% | -0.7% | -5.9% | -6.6% |
| 30D | -6.7% | -10.2% | +3.6% | -5.9% |
| 3M | -22.6% | +10.1% | -32.7% | -23.2% |
| 6M | -33.4% | +116.5% | -149.9% | -37.3% |
| YTD | -26.0% | +27.2% | -53.2% | -27.8% |
| 1Y | -18.3% | +8.6% | -26.8% | -19.4% |
| 3Y | +315.8% | +5.6% | +310.2% | +303.9% |
| 5Y | +225.7% | -61.8% | +287.5% | +211.9% |
| All | +266.9% | -49.4% | +316.3% | +257.4% |
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