+1,018.0%
KEYS vs GFI
+1,093.3%
-75.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | +3.5% | -2.7% | +6.2% | +3.6% |
| 30D | -4.5% | +13.2% | -17.7% | -5.0% |
| 3M | -0.4% | +28.5% | -28.9% | -1.7% |
| 6M | +19.1% | -6.2% | +25.3% | +19.0% |
| YTD | +66.7% | +8.7% | +57.9% | +65.7% |
| 1Y | +96.5% | +24.8% | +71.6% | +94.3% |
| 3Y | +155.2% | +298.0% | -142.9% | +143.6% |
| 5Y | +88.0% | +546.0% | -458.0% | +78.0% |
| All | +1,018.0% | +1,093.3% | -75.3% | +1,084.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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