+177.5%
MCD vs GFI
+1,081.9%
-904.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -2.5% | -5.1% | +2.6% | -2.4% |
| 30D | -7.0% | +13.4% | -20.5% | -7.5% |
| 3M | -9.8% | +36.2% | -46.0% | -10.8% |
| 6M | -21.8% | -9.8% | -11.9% | -21.7% |
| YTD | -15.6% | +7.7% | -23.3% | -16.2% |
| 1Y | -15.2% | +27.2% | -42.4% | -16.4% |
| 3Y | -2.6% | +300.3% | -302.9% | -8.1% |
| 5Y | +18.9% | +539.8% | -520.9% | +9.5% |
| All | +177.5% | +1,081.9% | -904.3% | +158.8% |
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