-2.6%
MCD vs GFI
+304.2%
-306.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | +4.7% | -7.6% | -3.0% |
| 30D | -6.7% | +14.4% | -21.2% | -7.3% |
| 3M | -9.6% | +32.5% | -42.1% | -10.7% |
| 6M | -22.3% | -7.2% | -15.2% | -22.3% |
| YTD | -15.4% | +10.9% | -26.3% | -16.4% |
| 1Y | -16.8% | +35.5% | -52.3% | -19.0% |
| All | -2.6% | +304.2% | -306.8% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling