+124.4%
GD vs KEEL
+309.9%
-185.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -3.1% | +19.3% | -22.4% | -3.4% |
| 30D | -10.9% | +9.1% | -20.1% | -11.1% |
| 3M | +2.5% | -31.5% | +34.0% | +2.8% |
| 6M | -1.7% | +75.8% | -77.5% | -3.0% |
| YTD | +6.1% | +57.9% | -51.7% | +4.8% |
| 1Y | +11.7% | +133.3% | -121.6% | +9.4% |
| 3Y | +71.8% | +204.1% | -132.3% | +66.5% |
| 5Y | +92.2% | -37.5% | +129.7% | +86.4% |
| All | +124.4% | +309.9% | -185.5% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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