+123.5%
GLD vs KEYS
+154.3%
-30.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.3% |
| 7D | -2.0% | +3.5% | -5.5% | -2.2% |
| 30D | -1.5% | -4.5% | +3.0% | -1.2% |
| 3M | +3.2% | -0.4% | +3.6% | +3.0% |
| 6M | -16.3% | +19.1% | -35.4% | -17.5% |
| YTD | +0.6% | +66.7% | -66.0% | -2.8% |
| 1Y | +19.1% | +96.5% | -77.3% | +14.0% |
| 3Y | +123.5% | +155.2% | -31.6% | +113.5% |
| All | +123.5% | +154.3% | -30.8% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling