-2.4%
GFS vs MDY
+45.8%
-48.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | -46.5% | +0.8% | -47.3% | -46.4% |
| 6M | -4.8% | +7.4% | -12.2% | -12.1% |
| YTD | +29.7% | +15.2% | +14.5% | +8.6% |
| 1Y | +35.8% | +16.5% | +19.3% | +12.3% |
| 3Y | -18.3% | +46.8% | -65.1% | -50.5% |
| All | -2.4% | +45.8% | -48.2% | -33.8% |
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