+17.5%
GFS vs MKC
-23.7%
+41.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +4.6% |
| 7D | -3.1% | -1.9% | -1.2% | -3.5% |
| 30D | -16.0% | +8.0% | -24.0% | -14.1% |
| 3M | -24.7% | -8.6% | -16.1% | -25.8% |
| 6M | -45.1% | +1.1% | -46.2% | -44.5% |
| YTD | +16.5% | -27.7% | +44.1% | +25.5% |
| All | +17.5% | -23.7% | +41.2% | +30.6% |
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