+37.1%
GFS vs MDY
+15.1%
+22.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +1.1% |
| 7D | +2.6% | +1.0% | +1.6% | +0.5% |
| 30D | -16.4% | -3.1% | -13.3% | -10.4% |
| 3M | -41.6% | +1.8% | -43.4% | -42.6% |
| 6M | -3.7% | +10.8% | -14.5% | -16.5% |
| YTD | +29.3% | +14.4% | +14.9% | +5.7% |
| 1Y | +37.1% | +15.2% | +21.9% | +12.0% |
| All | +37.1% | +15.1% | +22.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling