-12.3%
GFS vs MKC
-32.9%
+20.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +4.9% |
| 7D | -3.1% | -1.9% | -1.2% | -3.1% |
| 30D | -16.0% | +8.0% | -24.0% | -16.5% |
| 3M | -24.7% | -8.6% | -16.1% | -24.3% |
| 6M | -45.1% | +1.1% | -46.2% | -45.6% |
| YTD | +16.5% | -27.7% | +44.1% | +22.7% |
| 1Y | +19.3% | -23.7% | +43.1% | +24.4% |
| 3Y | -20.0% | -19.4% | -0.6% | -18.2% |
| 5Y | -32.0% | -33.3% | +1.3% | -27.3% |
| All | -12.3% | -32.9% | +20.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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