+19.8%
KEY vs GTLB
-50.0%
+69.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.1% |
| 7D | +2.7% | +4.6% | -1.8% | +2.2% |
| 30D | -3.2% | +21.0% | -24.2% | -5.6% |
| 3M | +1.0% | +51.7% | -50.7% | -4.4% |
| 6M | +11.9% | +89.3% | -77.4% | +2.2% |
| YTD | +8.7% | +25.6% | -16.9% | +4.2% |
| 1Y | +18.5% | -1.5% | +20.0% | +16.5% |
| 3Y | +124.0% | -9.9% | +133.9% | +116.3% |
| All | +19.8% | -50.0% | +69.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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