+27.2%
GFS vs MCO
+4.6%
+22.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | +7.4% | +0.5% | +6.9% | +7.5% |
| 30D | -15.3% | +9.8% | -25.1% | -12.7% |
| 3M | -21.1% | +4.3% | -25.4% | -19.6% |
| 6M | -44.5% | +16.5% | -60.9% | -42.7% |
| YTD | +19.2% | +0.1% | +19.1% | +24.9% |
| 1Y | +27.2% | +4.4% | +22.8% | +33.0% |
| All | +27.2% | +4.6% | +22.7% | +33.0% |
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