+816.6%
GLD vs KEY
+36.3%
+780.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | +2.2% | -2.7% | -0.5% |
| 30D | +4.4% | -3.0% | +7.4% | +4.3% |
| 3M | -1.1% | +3.3% | -4.4% | -1.0% |
| 6M | -13.8% | +9.2% | -23.0% | -13.6% |
| YTD | +2.6% | +10.6% | -8.0% | +2.8% |
| 1Y | +24.5% | +20.4% | +4.1% | +25.0% |
| 3Y | +125.8% | +121.8% | +4.0% | +129.9% |
| 5Y | +137.8% | +41.1% | +96.7% | +140.9% |
| 10Y | +221.4% | +168.5% | +52.9% | +231.9% |
| All | +816.6% | +36.3% | +780.2% | +872.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling