-9.3%
MCD vs GH
+56.7%
-66.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +14.1% | -6.9% | +21.1% | +13.7% |
| 3M | +0.6% | -4.9% | +5.5% | +0.4% |
| 6M | 0.0% | +54.1% | -54.0% | +1.3% |
| YTD | -9.3% | +48.5% | -57.8% | -9.3% |
| 1Y | -9.3% | +61.2% | -70.5% | -9.1% |
| All | -9.3% | +56.7% | -66.0% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling