+25.7%
GPN vs KEYS
+1,049.9%
-1,024.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.7% |
| 7D | -4.3% | +3.5% | -7.8% | -5.8% |
| 30D | 0.0% | -4.5% | +4.5% | +1.5% |
| 3M | +35.8% | -0.4% | +36.2% | +33.2% |
| 6M | +22.0% | +19.1% | +2.9% | +9.1% |
| YTD | +15.2% | +66.7% | -51.5% | -14.6% |
| 1Y | +3.5% | +96.5% | -93.0% | -30.0% |
| 3Y | -26.9% | +155.2% | -182.1% | -58.0% |
| 5Y | -44.2% | +88.0% | -132.2% | -63.7% |
| All | +25.7% | +1,049.9% | -1,024.2% | -66.2% |
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