+35.8%
GFS vs MCO
+0.4%
+35.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +1.1% |
| 7D | +1.0% | -4.2% | +5.2% | +0.2% |
| 30D | -8.6% | +2.2% | -10.8% | -8.2% |
| 3M | -46.5% | +10.1% | -56.7% | -46.0% |
| 6M | -4.8% | +5.3% | -10.1% | -3.8% |
| YTD | +29.7% | -2.7% | +32.4% | +33.7% |
| 1Y | +35.8% | -0.4% | +36.2% | +37.9% |
| All | +35.8% | +0.4% | +35.5% | +37.9% |
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