+83.7%
KEYS vs GPC
+29.0%
+54.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.9% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | -2.2% | -0.4% | -1.8% | -2.2% |
| 3M | +0.5% | +39.2% | -38.6% | -13.3% |
| 6M | +22.4% | +18.2% | +4.2% | +12.7% |
| YTD | +64.1% | +12.1% | +52.0% | +52.3% |
| 1Y | +97.0% | -0.7% | +97.6% | +92.9% |
| 3Y | +152.0% | -1.7% | +153.7% | +138.3% |
| 5Y | +83.7% | +29.3% | +54.5% | +38.1% |
| All | +83.7% | +29.0% | +54.7% | +38.1% |
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