+24.5%
GLD vs KEYS
+98.0%
-73.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.0% |
| 7D | -0.5% | +2.3% | -2.8% | -0.7% |
| 30D | +4.4% | -2.6% | +7.0% | +4.6% |
| 3M | -1.1% | -4.6% | +3.5% | -1.0% |
| 6M | -13.8% | +8.7% | -22.5% | -14.9% |
| YTD | +2.6% | +61.0% | -58.4% | -2.0% |
| 1Y | +24.5% | +96.0% | -71.5% | +17.6% |
| All | +24.5% | +98.0% | -73.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling