-38.2%
KEEL vs GPC
+29.3%
-67.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -6.9% |
| 7D | +2.7% | -1.8% | +4.4% | +3.5% |
| 30D | +4.6% | +0.1% | +4.5% | +4.2% |
| 3M | -34.5% | +37.4% | -71.8% | -48.2% |
| 6M | +59.3% | +25.4% | +33.8% | +33.1% |
| YTD | +46.4% | +12.2% | +34.2% | +29.0% |
| 1Y | +96.6% | -0.3% | +96.9% | +87.1% |
| 3Y | +182.0% | -1.6% | +183.6% | +155.6% |
| 5Y | -38.2% | +31.0% | -69.2% | -60.8% |
| All | -38.2% | +29.3% | -67.6% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling