+9.9%
GD vs KEYS
+97.6%
-87.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.3% |
| 7D | -1.0% | +3.5% | -4.5% | -1.1% |
| 30D | -9.7% | -4.5% | -5.2% | -9.5% |
| 3M | -0.4% | -0.4% | 0.0% | -0.8% |
| 6M | +1.5% | +19.1% | -17.6% | -1.2% |
| YTD | +7.1% | +66.7% | -59.6% | -1.2% |
| 1Y | +9.9% | +96.5% | -86.6% | -1.8% |
| All | +9.9% | +97.6% | -87.7% | -1.8% |
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