-2.7%
GFS vs KEYS
+87.3%
-90.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.8% |
| 7D | +2.6% | +4.4% | -1.8% | -0.9% |
| 30D | -16.4% | -2.2% | -14.2% | -14.9% |
| 3M | -41.6% | +0.5% | -42.1% | -41.2% |
| 6M | -3.7% | +22.4% | -26.1% | -16.0% |
| YTD | +29.3% | +64.1% | -34.8% | -13.8% |
| 1Y | +37.1% | +97.0% | -59.8% | -22.1% |
| 3Y | -22.1% | +152.0% | -174.2% | -65.5% |
| All | -2.7% | +87.3% | -90.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KEYS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling