-0.8%
GFS vs MDY
+43.3%
-44.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +3.5% |
| 7D | +4.5% | -0.8% | +5.3% | +5.7% |
| 30D | -8.2% | -3.9% | -4.3% | -2.5% |
| 3M | -38.9% | 0.0% | -38.8% | -38.1% |
| 6M | -2.9% | +8.5% | -11.4% | -11.5% |
| YTD | +31.8% | +13.2% | +18.6% | +13.2% |
| 1Y | +43.1% | +15.0% | +28.1% | +20.6% |
| 3Y | -20.6% | +49.6% | -70.2% | -53.1% |
| All | -0.8% | +43.3% | -44.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling