-19.9%
GFS vs MDY
+51.5%
-71.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -8.6% | -1.5% | -7.1% | -6.1% |
| 3M | -46.5% | +0.8% | -47.3% | -46.4% |
| 6M | -4.8% | +7.4% | -12.2% | -12.3% |
| YTD | +29.7% | +15.2% | +14.5% | +8.4% |
| 1Y | +35.8% | +16.5% | +19.3% | +12.1% |
| All | -19.9% | +51.5% | -71.4% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling