+291.7%
GD vs KEYS
+995.5%
-703.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -4.9% | -1.1% |
| 7D | +0.6% | +6.9% | -6.3% | -1.0% |
| 30D | +9.5% | -19.1% | +28.5% | +14.2% |
| 3M | -5.8% | -11.1% | +5.2% | -4.2% |
| 6M | +7.7% | -16.6% | +24.3% | +10.3% |
| YTD | +11.1% | +50.4% | -39.4% | -3.3% |
| 1Y | +6.1% | +67.5% | -61.4% | -10.4% |
| 3Y | +59.8% | +146.0% | -86.2% | +18.5% |
| 5Y | +104.6% | +64.5% | +40.1% | +66.0% |
| 10Y | +170.6% | +784.1% | -613.6% | +31.7% |
| All | +291.7% | +995.5% | -703.8% | +81.3% |
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