+17.9%
KGLD vs SPY
+22.1%
-4.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.6% |
| 7D | +3.1% | -0.6% | +3.7% | +3.3% |
| 30D | -4.4% | -3.7% | -0.7% | -2.0% |
| 3M | -10.0% | -2.7% | -7.3% | -8.3% |
| 6M | -17.3% | +2.2% | -19.4% | -18.2% |
| YTD | -9.0% | +10.8% | -19.9% | -13.9% |
| 1Y | -3.4% | +11.2% | -14.6% | -8.6% |
| All | +17.9% | +22.1% | -4.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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