-42.6%
GFS vs KEY
+12.4%
-55.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.7% | -7.1% | -8.6% |
| 7D | -20.7% | -2.5% | -18.2% | -19.7% |
| 30D | -25.2% | +4.1% | -29.3% | -26.6% |
| 3M | -26.3% | -8.4% | -17.9% | -23.3% |
| 6M | -50.7% | -2.3% | -48.4% | -50.3% |
| YTD | +4.5% | +4.6% | 0.0% | +2.0% |
| 1Y | +2.5% | +24.6% | -22.1% | -7.8% |
| 3Y | -30.9% | +112.8% | -143.7% | -49.5% |
| 5Y | -42.6% | +12.9% | -55.6% | -40.4% |
| All | -42.6% | +12.4% | -55.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling