+75.0%
KEEL vs GPC
-0.9%
+75.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.7% |
| 7D | +2.9% | -3.2% | +6.1% | +1.9% |
| 30D | +0.8% | +0.5% | +0.3% | +1.0% |
| 3M | -35.3% | +31.7% | -67.1% | -35.4% |
| 6M | +59.4% | +24.7% | +34.7% | +58.1% |
| YTD | +51.9% | +11.8% | +40.1% | +60.8% |
| 1Y | +75.0% | -3.0% | +78.0% | +62.6% |
| All | +75.0% | -0.9% | +75.9% | +62.6% |
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