+93.8%
GD vs KEEL
-36.1%
+129.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -1.0% |
| 7D | -3.5% | +21.5% | -25.0% | -4.0% |
| 30D | -9.0% | -3.9% | -5.2% | -9.1% |
| 3M | +5.1% | -34.1% | +39.2% | +5.8% |
| 6M | -1.0% | +82.8% | -83.9% | -3.9% |
| YTD | +7.3% | +58.7% | -51.4% | +4.4% |
| 1Y | +12.4% | +191.4% | -179.0% | +6.6% |
| 3Y | +73.7% | +205.7% | -132.0% | +60.6% |
| 5Y | +93.8% | -37.0% | +130.7% | +85.3% |
| All | +93.8% | -36.1% | +129.9% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling