+13.9%
KEY vs GPC
+7.2%
+6.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +0.5% | +0.4% | +0.2% | +0.4% |
| 30D | +6.9% | -1.8% | +8.7% | +7.4% |
| 3M | -5.0% | -6.6% | +1.6% | -2.5% |
| 6M | +0.7% | +21.3% | -20.6% | -9.6% |
| YTD | +6.5% | +4.3% | +2.2% | +0.7% |
| 1Y | +22.6% | +3.3% | +19.4% | +16.5% |
| 3Y | +125.3% | +0.8% | +124.6% | +104.9% |
| 5Y | +13.9% | +7.4% | +6.5% | -6.4% |
| All | +13.9% | +7.2% | +6.7% | -6.4% |
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 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