+11.2%
MCHP vs GFS
0.0%
+11.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.4% |
| 7D | 0.0% | +3.8% | -3.8% | -2.1% |
| 30D | -6.0% | -11.7% | +5.7% | +0.6% |
| 3M | -19.7% | -41.8% | +22.1% | +8.5% |
| 6M | +14.0% | +6.6% | +7.4% | +6.4% |
| YTD | +18.4% | +34.6% | -16.2% | -6.1% |
| 1Y | +17.1% | +46.2% | -29.0% | -12.0% |
| 3Y | +0.7% | -20.3% | +21.0% | +2.7% |
| All | +11.2% | 0.0% | +11.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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