+212.2%
GLD vs KEY
+121.9%
+90.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.9% |
| 7D | +4.9% | -0.4% | +5.3% | +4.9% |
| 30D | -1.3% | +7.2% | -8.5% | -1.2% |
| 3M | -4.8% | -4.9% | +0.2% | -4.9% |
| 6M | -12.5% | +1.1% | -13.6% | -12.5% |
| YTD | -4.2% | +6.8% | -11.0% | -4.0% |
| 1Y | +3.0% | +23.3% | -20.2% | +3.7% |
| 3Y | +109.1% | +126.1% | -17.0% | +114.9% |
| 5Y | +121.6% | +15.2% | +106.4% | +124.0% |
| 10Y | +212.2% | +113.6% | +98.6% | +243.6% |
| All | +212.2% | +121.9% | +90.3% | +243.6% |
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