-7.3%
GFS vs KEY
+17.0%
-24.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +6.2% | -0.5% | +6.7% | +6.6% |
| 30D | -11.4% | +6.7% | -18.1% | -14.0% |
| 3M | -15.5% | -4.6% | -10.9% | -13.6% |
| 6M | -42.6% | +2.6% | -45.2% | -43.4% |
| YTD | +23.2% | +7.0% | +16.2% | +19.0% |
| 1Y | +23.6% | +23.5% | +0.1% | +11.7% |
| 3Y | -17.2% | +126.4% | -143.6% | -40.9% |
| 5Y | -23.4% | +13.0% | -36.5% | -17.5% |
| All | -7.3% | +17.0% | -24.3% | -1.4% |
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