+145.4%
KEYS vs GTLB
-10.3%
+155.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | +0.9% | -4.1% | +5.0% | +1.5% |
| 30D | -5.3% | +12.3% | -17.6% | -7.3% |
| 3M | +0.5% | +65.9% | -65.4% | -8.3% |
| 6M | +14.0% | +104.0% | -89.9% | -1.8% |
| YTD | +60.3% | +26.0% | +34.2% | +52.6% |
| 1Y | +91.3% | -3.5% | +94.8% | +93.2% |
| All | +145.4% | -10.3% | +155.7% | +134.8% |
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