+70.8%
GD vs KEY
+122.6%
-51.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -5.3% | +2.2% | -7.5% | -5.6% |
| 30D | -6.4% | -3.0% | -3.4% | -6.0% |
| 3M | +5.7% | +3.3% | +2.4% | +5.1% |
| 6M | -0.9% | +9.2% | -10.1% | -2.5% |
| YTD | +8.2% | +10.6% | -2.5% | +6.2% |
| 1Y | +13.4% | +20.4% | -7.0% | +9.8% |
| All | +70.8% | +122.6% | -51.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling