+40.5%
GFS vs MKC
-23.3%
+63.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | +2.6% | -4.3% | +7.0% | +1.7% |
| 30D | -16.4% | -2.0% | -14.4% | -16.7% |
| 3M | -41.6% | +10.0% | -51.6% | -40.7% |
| 6M | -3.7% | -18.5% | +14.8% | +4.3% |
| YTD | +29.3% | -22.4% | +51.7% | +40.1% |
| All | +40.5% | -23.3% | +63.8% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling