+128.7%
KEY vs GTLB
+5.1%
+123.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.5% |
| 7D | +2.9% | -0.7% | +3.7% | +3.0% |
| 30D | +8.4% | -10.2% | +18.7% | +9.9% |
| 3M | -5.8% | +10.1% | -15.9% | -7.3% |
| 6M | +5.4% | +116.5% | -111.0% | -6.7% |
| YTD | +7.1% | +27.2% | -20.1% | +2.3% |
| 1Y | +26.8% | +8.6% | +18.3% | +24.3% |
| 3Y | +128.7% | +5.6% | +123.1% | +103.5% |
| All | +128.7% | +5.1% | +123.6% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling