+199.5%
MCHP vs GFI
+1,066.8%
-867.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +4.9% | +3.8% |
| 7D | 0.0% | -4.9% | +4.9% | +0.5% |
| 30D | -6.0% | +10.7% | -16.8% | -7.0% |
| 3M | -19.7% | +25.6% | -45.3% | -21.6% |
| 6M | +14.0% | -8.3% | +22.3% | +14.1% |
| YTD | +18.4% | +6.3% | +12.1% | +16.9% |
| 1Y | +17.1% | +22.1% | -5.0% | +13.9% |
| 3Y | +0.7% | +289.2% | -288.5% | -12.3% |
| 5Y | +5.1% | +531.7% | -526.6% | -13.3% |
| All | +199.5% | +1,066.8% | -867.4% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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