+35.8%
GFS vs KEY
+21.3%
+14.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.4% |
| 7D | +1.0% | +2.2% | -1.2% | -0.3% |
| 30D | -8.6% | -3.0% | -5.6% | -6.8% |
| 3M | -46.5% | +3.3% | -49.9% | -47.8% |
| 6M | -4.8% | +9.2% | -14.0% | -10.6% |
| YTD | +29.7% | +10.6% | +19.0% | +17.8% |
| 1Y | +35.8% | +20.4% | +15.4% | +16.8% |
| All | +35.8% | +21.3% | +14.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling