+7.7%
GD vs KEYS
-15.8%
+23.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -4.9% | +0.1% |
| 7D | +0.6% | +6.9% | -6.3% | +0.8% |
| 30D | +9.5% | -19.1% | +28.5% | +7.4% |
| 3M | -5.8% | -11.1% | +5.2% | -6.8% |
| 6M | +7.7% | -16.6% | +24.3% | +3.5% |
| All | +7.7% | -15.8% | +23.5% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling