+16.0%
MCD vs GFS
-2.1%
+18.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -2.9% | +4.5% | -7.4% | -3.1% |
| 30D | -6.7% | -8.2% | +1.5% | -6.4% |
| 3M | -9.6% | -38.9% | +29.3% | -7.7% |
| 6M | -22.3% | -2.9% | -19.4% | -23.6% |
| YTD | -15.4% | +31.8% | -47.2% | -19.0% |
| 1Y | -16.8% | +43.1% | -59.9% | -21.0% |
| 3Y | -2.4% | -20.6% | +18.2% | -3.9% |
| All | +16.0% | -2.1% | +18.1% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling