+86.2%
MCD vs GH
+480.1%
-393.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | -6.1% | -4.5% | -1.7% | -6.0% |
| 3M | -7.3% | +28.9% | -36.2% | -8.6% |
| 6M | -20.9% | +76.5% | -97.4% | -23.5% |
| YTD | -14.7% | +57.6% | -72.3% | -17.1% |
| 1Y | -16.1% | +167.5% | -183.7% | -21.1% |
| 3Y | -1.5% | +377.4% | -378.9% | -12.6% |
| 5Y | +20.4% | +23.8% | -3.4% | +14.1% |
| All | +86.2% | +480.1% | -393.9% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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