-10.3%
GFS vs KEY
+17.1%
-27.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | +7.4% | +2.9% | +4.5% | +6.0% |
| 30D | -15.3% | +8.4% | -23.7% | -18.4% |
| 3M | -21.1% | -5.8% | -15.3% | -18.9% |
| 6M | -44.5% | +5.4% | -49.9% | -45.9% |
| YTD | +19.2% | +7.1% | +12.2% | +15.1% |
| 1Y | +27.2% | +26.8% | +0.4% | +13.6% |
| 3Y | -20.1% | +128.7% | -148.8% | -43.2% |
| 5Y | -25.6% | +13.6% | -39.2% | -20.0% |
| All | -10.3% | +17.1% | -27.4% | -4.6% |
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