-32.0%
GFS vs MDY
+36.2%
-68.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.7% | +0.2% |
| 7D | -3.1% | +0.7% | -3.8% | -3.8% |
| 30D | -16.0% | +1.3% | -17.3% | -17.2% |
| 3M | -24.7% | -4.1% | -20.6% | -19.3% |
| 6M | -45.1% | +1.0% | -46.1% | -44.6% |
| YTD | +16.5% | +13.3% | +3.2% | +0.6% |
| 1Y | +19.3% | +15.7% | +3.6% | 0.0% |
| 3Y | -20.0% | +59.6% | -79.5% | -56.3% |
| 5Y | -32.0% | +36.3% | -68.3% | -55.1% |
| All | -32.0% | +36.2% | -68.2% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling