-29.3%
GFS vs KEY
+107.3%
-136.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.7% | -7.1% | -8.1% |
| 7D | -20.7% | -2.5% | -18.2% | -19.3% |
| 30D | -25.2% | +4.1% | -29.3% | -27.1% |
| 3M | -26.3% | -8.4% | -17.9% | -22.2% |
| 6M | -50.7% | -2.3% | -48.4% | -50.2% |
| YTD | +4.5% | +4.6% | 0.0% | +0.6% |
| 1Y | +2.5% | +24.6% | -22.1% | -12.1% |
| All | -29.3% | +107.3% | -136.7% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling