+137.1%
GLD vs KEYS
+79.0%
+58.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -3.4% | +0.9% | -4.3% | -3.4% |
| 30D | -1.1% | -5.3% | +4.1% | -0.8% |
| 3M | +5.8% | +0.5% | +5.3% | +5.6% |
| 6M | -17.1% | +14.0% | -31.1% | -17.9% |
| YTD | 0.0% | +60.3% | -60.3% | -2.7% |
| 1Y | +18.2% | +91.3% | -73.1% | +14.0% |
| 3Y | +122.6% | +146.1% | -23.6% | +111.1% |
| 5Y | +137.1% | +80.8% | +56.3% | +127.5% |
| All | +137.1% | +79.0% | +58.1% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling