+117.9%
KEY vs GPC
+85.6%
+32.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | -1.3% | +1.6% | -2.8% | -2.3% |
| 30D | +5.1% | -2.1% | +7.2% | +6.1% |
| 3M | -7.1% | -6.8% | -0.3% | -3.4% |
| 6M | -4.4% | +18.6% | -23.0% | -17.2% |
| YTD | +4.0% | +2.7% | +1.3% | -3.2% |
| 1Y | +23.4% | +1.8% | +21.6% | +15.3% |
| 3Y | +113.9% | +1.1% | +112.9% | +88.3% |
| 5Y | +12.3% | +4.1% | +8.3% | -6.1% |
| All | +117.9% | +85.6% | +32.3% | +15.3% |
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