-20.0%
GFS vs MNDY
-44.7%
+24.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.1% | +14.0% | +5.7% |
| 7D | -3.1% | -16.1% | +13.0% | -1.7% |
| 30D | -16.0% | -10.2% | -5.9% | -15.6% |
| 3M | -24.7% | -14.2% | -10.5% | -24.4% |
| 6M | -45.1% | +10.9% | -56.0% | -47.7% |
| YTD | +16.5% | -45.8% | +62.3% | +27.3% |
| 1Y | +19.3% | -57.8% | +77.2% | +37.8% |
| 3Y | -20.0% | -41.0% | +21.1% | -18.7% |
| All | -20.0% | -44.7% | +24.7% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling