+193.4%
MCD vs GFI
+1,288.5%
-1,095.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -1.6% | -8.7% | +7.1% | -1.4% |
| 30D | +14.1% | +0.6% | +13.5% | +14.1% |
| 3M | +0.6% | -7.5% | +8.1% | +0.7% |
| 6M | 0.0% | -18.3% | +18.4% | +0.4% |
| YTD | -9.3% | -13.8% | +4.5% | -9.3% |
| 1Y | -9.3% | -8.8% | -0.5% | -9.6% |
| 3Y | +8.6% | +215.8% | -207.2% | +3.2% |
| 5Y | +21.9% | +301.2% | -279.3% | +14.0% |
| All | +193.4% | +1,288.5% | -1,095.1% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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