-20.1%
GFS vs KEYS
+140.3%
-160.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.0% |
| 7D | +7.4% | +9.4% | -2.0% | +0.3% |
| 30D | -15.3% | -16.8% | +1.5% | -2.5% |
| 3M | -21.1% | -15.9% | -5.2% | -10.3% |
| 6M | -44.5% | -17.6% | -26.9% | -35.3% |
| YTD | +19.2% | +46.5% | -27.3% | -8.9% |
| 1Y | +27.2% | +66.9% | -39.6% | -12.5% |
| 3Y | -20.1% | +141.4% | -161.5% | -65.2% |
| All | -20.1% | +140.3% | -160.5% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling