-17.3%
GIS vs KEY
+96.4%
-113.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | -3.4% | +2.9% | -6.3% | -3.5% |
| 30D | +6.9% | +8.4% | -1.6% | +6.5% |
| 3M | -10.1% | -5.8% | -4.4% | -9.9% |
| 6M | +5.9% | +5.4% | +0.4% | +5.6% |
| YTD | -21.1% | +7.1% | -28.2% | -21.4% |
| 1Y | -22.5% | +26.8% | -49.3% | -23.4% |
| 3Y | -39.0% | +128.7% | -167.7% | -41.9% |
| 5Y | -33.3% | +13.6% | -47.0% | -34.4% |
| All | -17.3% | +96.4% | -113.7% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling