+17.7%
GFS vs MCO
+9.9%
+7.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.9% | -10.8% | -4.4% |
| 7D | -12.5% | +10.7% | -23.2% | -9.6% |
| 30D | -16.9% | +17.9% | -34.8% | -12.7% |
| 3M | -22.3% | +9.5% | -31.7% | -19.7% |
| 6M | -40.2% | +18.1% | -58.3% | -37.5% |
| YTD | +16.0% | +4.1% | +11.9% | +22.7% |
| 1Y | +17.7% | +9.3% | +8.3% | +23.4% |
| All | +17.7% | +9.9% | +7.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling