+93.8%
GD vs KEYS
+84.5%
+9.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -3.5% | +4.4% | -7.9% | -4.1% |
| 30D | -9.0% | -2.2% | -6.8% | -8.8% |
| 3M | +5.1% | +0.5% | +4.5% | +4.3% |
| 6M | -1.0% | +22.4% | -23.4% | -5.6% |
| YTD | +7.3% | +64.1% | -56.8% | -4.1% |
| 1Y | +12.4% | +97.0% | -84.5% | -3.5% |
| 3Y | +73.7% | +152.0% | -78.3% | +38.8% |
| 5Y | +93.8% | +83.7% | +10.0% | +60.2% |
| All | +93.8% | +84.5% | +9.2% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling