-19.9%
GFS vs MKC
-30.0%
+10.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +1.0% | -5.9% | +6.9% | +1.1% |
| 30D | -8.6% | -0.9% | -7.7% | -8.6% |
| 3M | -46.5% | +12.7% | -59.3% | -47.2% |
| 6M | -4.8% | -19.3% | +14.5% | +0.1% |
| YTD | +29.7% | -22.2% | +51.8% | +37.0% |
| 1Y | +35.8% | -23.3% | +59.2% | +43.8% |
| All | -19.9% | -30.0% | +10.1% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling