-3.9%
MCD vs GFS
+15.5%
-19.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.9% | +12.5% | +6.2% |
| 7D | +11.9% | -12.5% | +24.4% | +11.1% |
| 30D | +20.2% | -16.9% | +37.2% | +19.2% |
| 3M | +5.2% | -22.3% | +27.4% | +4.1% |
| 6M | 0.0% | -40.2% | +40.2% | -3.1% |
| YTD | -6.5% | +16.0% | -22.5% | -11.2% |
| 1Y | -3.9% | +17.7% | -21.6% | -10.4% |
| All | -3.9% | +15.5% | -19.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling