+46.2%
GFS vs MCO
-5.7%
+51.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.5% |
| 7D | +3.8% | -3.8% | +7.6% | +3.1% |
| 30D | -11.7% | -0.4% | -11.3% | -11.7% |
| 3M | -41.8% | +7.7% | -49.5% | -41.6% |
| 6M | +6.6% | +7.0% | -0.3% | +6.8% |
| YTD | +34.6% | -6.4% | +41.1% | +37.9% |
| 1Y | +46.2% | -7.6% | +53.8% | +46.7% |
| All | +46.2% | -5.7% | +51.8% | +46.7% |
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