+99.2%
MCD vs GH
+458.1%
-358.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -1.6% |
| 30D | +16.0% | -4.5% | +20.5% | +16.2% |
| 3M | 0.0% | -6.2% | +6.2% | +0.1% |
| 6M | +0.9% | +55.0% | -54.0% | -1.7% |
| YTD | -8.7% | +51.6% | -60.3% | -11.3% |
| 1Y | -8.6% | +58.3% | -66.8% | -11.4% |
| 3Y | +9.9% | +617.6% | -607.8% | -5.2% |
| 5Y | +22.6% | +49.2% | -26.5% | +14.2% |
| All | +99.2% | +458.1% | -358.8% | +73.1% |
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