+110.7%
MCK vs GFI
+296.4%
-185.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.9% |
| 30D | +0.4% | +13.2% | -12.8% | +0.5% |
| 3M | +12.1% | +28.5% | -16.4% | +12.2% |
| 6M | -5.4% | -6.2% | +0.7% | -5.2% |
| YTD | +7.8% | +8.7% | -0.9% | +7.8% |
| 1Y | +22.9% | +24.8% | -1.9% | +22.4% |
| 3Y | +110.7% | +298.0% | -187.3% | +110.6% |
| All | +110.7% | +296.4% | -185.7% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling