+206.1%
GLD vs KEY
+96.4%
+109.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.2% |
| 7D | -4.6% | +2.9% | -7.5% | -4.5% |
| 30D | -5.5% | +8.4% | -13.9% | -5.3% |
| 3M | -10.9% | -5.8% | -5.1% | -11.0% |
| 6M | -17.4% | +5.4% | -22.9% | -17.3% |
| YTD | -10.3% | +7.1% | -17.4% | -10.1% |
| 1Y | -7.2% | +26.8% | -34.0% | -6.5% |
| 3Y | +96.9% | +128.7% | -31.8% | +102.2% |
| 5Y | +103.8% | +13.6% | +90.1% | +105.8% |
| All | +206.1% | +96.4% | +109.7% | +224.3% |
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