+432.9%
KGC vs GTLB
-50.0%
+482.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.0% | -1.9% |
| 7D | +2.4% | +4.6% | -2.1% | +2.1% |
| 30D | +9.2% | +21.0% | -11.8% | +7.6% |
| 3M | +16.7% | +51.7% | -35.0% | +13.1% |
| 6M | -7.0% | +89.3% | -96.3% | -11.8% |
| YTD | +7.5% | +25.6% | -18.1% | +5.1% |
| 1Y | +34.4% | -1.5% | +35.9% | +33.6% |
| 3Y | +552.0% | -9.9% | +561.9% | +540.0% |
| All | +432.9% | -50.0% | +482.9% | +420.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling