-22.1%
GFS vs MCO
+44.0%
-66.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | +2.6% | -2.7% | +5.4% | +3.5% |
| 30D | -16.4% | +0.9% | -17.3% | -16.9% |
| 3M | -41.6% | +8.7% | -50.3% | -44.4% |
| 6M | -3.7% | +2.4% | -6.1% | -6.0% |
| YTD | +29.3% | -5.2% | +34.5% | +30.8% |
| 1Y | +37.1% | -4.4% | +41.5% | +37.2% |
| 3Y | -22.1% | +45.1% | -67.3% | -38.5% |
| All | -22.1% | +44.0% | -66.1% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling