-16.4%
GFS vs KEY
+13.8%
-30.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.5% |
| 7D | -7.8% | -1.3% | -6.5% | -7.3% |
| 30D | -19.7% | +5.1% | -24.8% | -21.5% |
| 3M | -23.1% | -7.1% | -16.0% | -20.4% |
| 6M | -46.4% | -4.4% | -42.0% | -45.4% |
| YTD | +11.0% | +4.0% | +7.0% | +8.6% |
| 1Y | +12.6% | +23.4% | -10.8% | +1.8% |
| 3Y | -24.9% | +113.9% | -138.9% | -45.2% |
| 5Y | -39.1% | +12.3% | -51.4% | -34.2% |
| All | -16.4% | +13.8% | -30.3% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling