-45.3%
KEEL vs GPC
+6.5%
-51.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -3.6% |
| 7D | -13.6% | +4.1% | -17.7% | -12.5% |
| 30D | -39.1% | +0.1% | -39.3% | -38.9% |
| 3M | -48.9% | -3.9% | -45.0% | -49.3% |
| 6M | -35.4% | +24.4% | -59.8% | -37.4% |
| YTD | -10.6% | +5.7% | -16.3% | -10.1% |
| 1Y | -45.3% | +6.8% | -52.1% | -41.0% |
| All | -45.3% | +6.5% | -51.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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