+41.2%
KEY vs GPC
+30.9%
+10.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | -3.0% | +6.0% | -9.0% | -5.6% |
| 3M | +3.3% | +42.6% | -39.3% | -13.6% |
| 6M | +9.2% | +22.8% | -13.6% | -2.1% |
| YTD | +10.6% | +15.5% | -4.8% | +0.4% |
| 1Y | +20.4% | +2.0% | +18.4% | +16.6% |
| 3Y | +121.8% | -1.4% | +123.3% | +109.6% |
| All | +41.2% | +30.9% | +10.3% | +2.3% |
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 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