+13.4%
MCD vs GFS
-23.4%
+36.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.8% |
| 7D | +5.9% | -3.1% | +9.1% | +5.9% |
| 30D | +19.6% | -16.0% | +35.7% | +19.7% |
| 3M | +3.3% | -24.7% | +28.0% | +3.5% |
| 6M | +3.5% | -45.1% | +48.6% | +3.7% |
| YTD | -6.1% | +16.5% | -22.6% | -9.7% |
| 1Y | -3.7% | +19.3% | -23.0% | -7.6% |
| 3Y | +13.4% | -20.0% | +33.3% | +11.9% |
| All | +13.4% | -23.4% | +36.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling