+156.8%
GPN vs KEYS
+1,113.8%
-956.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -2.0% |
| 7D | -4.6% | +3.5% | -8.1% | -6.0% |
| 30D | -0.3% | -4.5% | +4.2% | +1.2% |
| 3M | +35.4% | -0.4% | +35.8% | +32.8% |
| 6M | +21.7% | +19.1% | +2.5% | +8.9% |
| YTD | +14.9% | +66.7% | -51.8% | -14.4% |
| 1Y | +3.2% | +96.5% | -93.3% | -29.7% |
| 3Y | -27.1% | +155.2% | -182.3% | -57.6% |
| 5Y | -44.4% | +88.0% | -132.4% | -63.4% |
| 10Y | +27.0% | +1,046.8% | -1,019.8% | -65.2% |
| All | +156.8% | +1,113.8% | -956.9% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling