-0.8%
GFS vs MCO
+23.0%
-23.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | +3.2% | -7.3% | +10.5% | +7.5% |
| 30D | -9.6% | -1.7% | -7.9% | -9.1% |
| 3M | -38.5% | +3.9% | -42.4% | -41.3% |
| 6M | -1.3% | +3.8% | -5.1% | -6.3% |
| YTD | +31.8% | -7.9% | +39.7% | +33.6% |
| 1Y | +44.6% | -6.8% | +51.4% | +44.4% |
| 3Y | -20.6% | +40.9% | -61.6% | -43.9% |
| All | -0.8% | +23.0% | -23.8% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling