-4.8%
GFS vs MCO
+6.4%
-11.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +0.5% |
| 7D | +1.0% | -4.2% | +5.2% | -1.1% |
| 30D | -8.6% | +2.2% | -10.8% | -7.5% |
| 3M | -46.5% | +10.1% | -56.7% | -44.5% |
| 6M | -4.8% | +5.3% | -10.1% | +0.1% |
| All | -4.8% | +6.4% | -11.2% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling