+21.7%
GPN vs KEYS
+55.9%
-34.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -2.7% |
| 7D | +15.0% | -14.8% | +29.8% | +13.2% |
| 30D | +16.9% | -25.6% | +42.5% | +14.3% |
| 3M | +9.2% | -16.2% | +25.4% | +7.5% |
| 6M | +34.7% | -18.6% | +53.4% | +33.0% |
| YTD | +25.4% | +40.7% | -15.3% | +17.3% |
| 1Y | +21.7% | +59.6% | -37.9% | +9.8% |
| All | +21.7% | +55.9% | -34.2% | +9.8% |
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