-1.2%
MCD vs GFS
-17.0%
+15.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -2.8% | +1.0% | -3.8% | -2.8% |
| 30D | -6.0% | -8.6% | +2.6% | -5.9% |
| 3M | -5.6% | -46.5% | +41.0% | -4.6% |
| 6M | -21.9% | -4.8% | -17.0% | -23.4% |
| YTD | -14.7% | +29.7% | -44.4% | -18.0% |
| 1Y | -17.3% | +35.8% | -53.1% | -20.8% |
| All | -1.2% | -17.0% | +15.8% | -2.5% |
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