-0.8%
GFS vs KEYS
+82.9%
-83.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +1.3% |
| 7D | +3.2% | +0.9% | +2.3% | +2.4% |
| 30D | -9.6% | -5.3% | -4.3% | -5.6% |
| 3M | -38.5% | +0.5% | -39.0% | -38.1% |
| 6M | -1.3% | +14.0% | -15.3% | -9.1% |
| YTD | +31.8% | +60.3% | -28.5% | -10.5% |
| 1Y | +44.6% | +91.3% | -46.8% | -16.0% |
| 3Y | -20.6% | +146.1% | -166.8% | -64.2% |
| All | -0.8% | +82.9% | -83.8% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling