-2.4%
GFS vs MCO
+29.9%
-32.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +2.7% |
| 7D | +1.0% | -4.2% | +5.2% | +3.3% |
| 30D | -8.6% | +2.2% | -10.8% | -10.0% |
| 3M | -46.5% | +10.1% | -56.7% | -50.6% |
| 6M | -4.8% | +5.3% | -10.1% | -9.9% |
| YTD | +29.7% | -2.7% | +32.4% | +27.7% |
| 1Y | +35.8% | -0.4% | +36.2% | +30.5% |
| 3Y | -18.3% | +49.0% | -67.4% | -44.0% |
| All | -2.4% | +29.9% | -32.3% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling