+1,078.2%
KEY vs GPC
+2,341.8%
-1,263.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.5% |
| 7D | +2.2% | +1.2% | +1.0% | +1.4% |
| 30D | -3.0% | +6.0% | -9.0% | -7.0% |
| 3M | +3.3% | +42.6% | -39.3% | -21.3% |
| 6M | +9.2% | +22.8% | -13.6% | -8.2% |
| YTD | +10.6% | +15.5% | -4.8% | -4.8% |
| 1Y | +20.4% | +2.0% | +18.4% | +12.8% |
| 3Y | +121.8% | -1.4% | +123.3% | +100.9% |
| 5Y | +41.1% | +30.6% | +10.5% | +2.3% |
| 10Y | +168.5% | +80.6% | +87.9% | +51.9% |
| All | +1,078.2% | +2,341.8% | -1,263.6% | +76.5% |
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