+312.2%
KEEL vs GPC
+85.5%
+226.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.9% | +10.4% | +8.3% |
| 7D | +21.5% | +0.2% | +21.3% | +21.4% |
| 30D | -3.9% | -0.4% | -3.5% | -3.9% |
| 3M | -34.1% | +39.2% | -73.3% | -42.7% |
| 6M | +82.8% | +18.2% | +64.6% | +68.5% |
| YTD | +58.7% | +12.1% | +46.6% | +48.2% |
| 1Y | +191.4% | -0.7% | +192.1% | +183.6% |
| 3Y | +205.7% | -1.7% | +207.4% | +191.9% |
| 5Y | -37.0% | +29.3% | -66.3% | -41.9% |
| All | +312.2% | +85.5% | +226.7% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling