-26.9%
GPN vs KEEL
+197.5%
-224.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.2% |
| 7D | -4.3% | +2.9% | -7.2% | -4.6% |
| 30D | 0.0% | +0.8% | -0.8% | -0.4% |
| 3M | +35.8% | -35.3% | +71.1% | +38.2% |
| 6M | +22.0% | +59.4% | -37.4% | +13.6% |
| YTD | +15.2% | +51.9% | -36.7% | +6.7% |
| 1Y | +3.5% | +75.0% | -71.5% | -8.3% |
| 3Y | -26.9% | +224.5% | -251.5% | -45.5% |
| All | -26.9% | +197.5% | -224.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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