+8.2%
GD vs KEYS
+55.9%
-47.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | -2.5% |
| 7D | +3.0% | -14.8% | +17.8% | +3.1% |
| 30D | +10.5% | -25.6% | +36.1% | +11.1% |
| 3M | -5.0% | -16.2% | +11.3% | -4.8% |
| 6M | +5.5% | -18.6% | +24.1% | +5.3% |
| YTD | +10.3% | +40.7% | -30.3% | +2.4% |
| 1Y | +8.2% | +59.6% | -51.5% | -1.0% |
| All | +8.2% | +55.9% | -47.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling