+281.5%
GD vs KEYS
+1,072.8%
-791.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | -5.3% | +2.3% | -7.5% | -5.8% |
| 30D | -6.4% | -2.6% | -3.8% | -6.0% |
| 3M | +5.7% | -4.6% | +10.3% | +5.9% |
| 6M | -0.9% | +8.7% | -9.7% | -4.5% |
| YTD | +8.2% | +61.0% | -52.9% | -6.5% |
| 1Y | +13.4% | +96.0% | -82.6% | -7.3% |
| 3Y | +68.5% | +144.4% | -75.9% | +26.6% |
| 5Y | +97.2% | +80.5% | +16.7% | +57.4% |
| 10Y | +190.2% | +974.9% | -784.7% | +35.6% |
| All | +281.5% | +1,072.8% | -791.3% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling