-0.8%
GFS vs MNDY
-79.4%
+78.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.6% |
| 7D | +4.5% | -14.1% | +18.6% | +7.7% |
| 30D | -8.2% | -8.5% | +0.3% | -7.2% |
| 3M | -38.9% | -2.5% | -36.3% | -39.8% |
| 6M | -2.9% | +0.1% | -2.9% | -6.7% |
| YTD | +31.8% | -45.0% | +76.8% | +45.5% |
| 1Y | +43.1% | -58.1% | +101.2% | +68.5% |
| 3Y | -20.6% | -52.6% | +32.0% | -16.6% |
| All | -0.8% | -79.4% | +78.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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