+57.8%
GD vs KEYS
+146.7%
-88.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -4.9% | -0.6% |
| 7D | +0.6% | +6.9% | -6.3% | -0.1% |
| 30D | +9.5% | -19.1% | +28.5% | +11.6% |
| 3M | -5.8% | -11.1% | +5.2% | -5.2% |
| 6M | +7.7% | -16.6% | +24.3% | +9.0% |
| YTD | +11.1% | +50.4% | -39.4% | +1.0% |
| 1Y | +6.1% | +67.5% | -61.4% | -5.5% |
| All | +57.8% | +146.7% | -88.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling