+191.2%
GD vs KEYS
+1,049.9%
-858.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.4% |
| 7D | -1.0% | +3.5% | -4.5% | -1.8% |
| 30D | -9.7% | -4.5% | -5.2% | -8.9% |
| 3M | -0.4% | -0.4% | 0.0% | -1.2% |
| 6M | +1.5% | +19.1% | -17.6% | -4.2% |
| YTD | +7.1% | +66.7% | -59.6% | -8.2% |
| 1Y | +9.9% | +96.5% | -86.6% | -10.2% |
| 3Y | +74.6% | +155.2% | -80.5% | +29.5% |
| 5Y | +96.1% | +88.0% | +8.1% | +54.8% |
| All | +191.2% | +1,049.9% | -858.7% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling