+104.9%
MCD vs GH
+472.2%
-367.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.5% | +1.5% |
| 7D | +5.9% | -7.0% | +12.9% | +6.3% |
| 30D | +19.6% | -5.2% | +24.8% | +19.8% |
| 3M | +3.3% | -5.8% | +9.0% | +3.4% |
| 6M | +3.5% | +65.9% | -62.4% | +0.4% |
| YTD | -6.1% | +55.5% | -61.6% | -8.8% |
| 1Y | -3.7% | +64.2% | -67.8% | -6.8% |
| 3Y | +13.4% | +606.0% | -592.7% | -2.0% |
| 5Y | +25.2% | +47.3% | -22.1% | +16.8% |
| All | +104.9% | +472.2% | -367.3% | +77.9% |
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