+101.3%
MCD vs GH
+443.7%
-342.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.5% |
| 7D | +7.1% | -15.6% | +22.7% | +7.9% |
| 30D | +19.8% | -10.4% | +30.1% | +20.3% |
| 3M | +0.8% | -4.3% | +5.1% | +0.8% |
| 6M | -1.3% | +63.5% | -64.9% | -4.2% |
| YTD | -7.8% | +47.7% | -55.5% | -10.2% |
| 1Y | -5.0% | +56.7% | -61.7% | -7.8% |
| 3Y | +10.5% | +443.9% | -433.3% | -2.9% |
| 5Y | +22.0% | +36.9% | -14.9% | +14.3% |
| All | +101.3% | +443.7% | -342.4% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling