+215.0%
GLD vs KEYS
+1,049.9%
-834.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.5% |
| 7D | -2.0% | +3.5% | -5.5% | -2.1% |
| 30D | -1.5% | -4.5% | +3.0% | -1.4% |
| 3M | +3.2% | -0.4% | +3.6% | +3.1% |
| 6M | -16.3% | +19.1% | -35.4% | -16.7% |
| YTD | +0.6% | +66.7% | -66.0% | -0.6% |
| 1Y | +19.1% | +96.5% | -77.3% | +17.4% |
| 3Y | +123.5% | +155.2% | -31.6% | +119.4% |
| 5Y | +138.5% | +88.0% | +50.5% | +134.5% |
| All | +215.0% | +1,049.9% | -834.9% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling