-12.1%
GFS vs KEY
+16.5%
-28.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.4% |
| 30D | -15.8% | +6.9% | -22.7% | -18.3% |
| 3M | -18.6% | -5.0% | -13.6% | -16.7% |
| 6M | -45.0% | +0.7% | -45.7% | -45.3% |
| YTD | +16.8% | +6.5% | +10.3% | +13.0% |
| 1Y | +17.8% | +22.6% | -4.8% | +6.8% |
| 3Y | -21.5% | +125.3% | -146.9% | -43.9% |
| 5Y | -29.3% | +13.9% | -43.3% | -24.2% |
| All | -12.1% | +16.5% | -28.6% | -6.4% |
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