+22.7%
MCD vs GH
+35.8%
-13.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.5% |
| 7D | +7.1% | -15.6% | +22.7% | +7.5% |
| 30D | +19.8% | -10.4% | +30.1% | +20.0% |
| 3M | +0.8% | -4.3% | +5.1% | +0.8% |
| 6M | -1.3% | +63.5% | -64.9% | -2.8% |
| YTD | -7.8% | +47.7% | -55.5% | -9.1% |
| 1Y | -5.0% | +56.7% | -61.7% | -6.5% |
| 3Y | +10.5% | +443.9% | -433.3% | +2.2% |
| All | +22.7% | +35.8% | -13.1% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling