+121.6%
GLD vs KEY
+16.6%
+105.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -4.8% | -4.9% | +0.2% | -4.8% |
| 6M | -12.5% | +1.1% | -13.6% | -12.5% |
| YTD | -4.2% | +6.8% | -11.0% | -4.2% |
| 1Y | +3.0% | +23.3% | -20.2% | +3.4% |
| 3Y | +109.1% | +126.1% | -17.0% | +112.2% |
| 5Y | +121.6% | +15.2% | +106.4% | +116.4% |
| All | +121.6% | +16.6% | +105.0% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling