+294.5%
KEEL vs GPC
+85.0%
+209.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.9% |
| 7D | +2.9% | -3.2% | +6.1% | +3.8% |
| 30D | +0.8% | +0.5% | +0.3% | +0.5% |
| 3M | -35.3% | +31.7% | -67.1% | -42.6% |
| 6M | +59.4% | +24.7% | +34.7% | +44.1% |
| YTD | +51.9% | +11.8% | +40.1% | +42.0% |
| 1Y | +75.0% | -3.0% | +78.0% | +71.7% |
| 3Y | +224.5% | -1.1% | +225.7% | +209.3% |
| 5Y | -35.9% | +30.5% | -66.4% | -40.9% |
| All | +294.5% | +85.0% | +209.5% | +272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling