+6,923.6%
MCK vs GFI
+537.9%
+6,385.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.1% |
| 7D | -2.9% | -4.9% | +1.9% | -2.8% |
| 30D | +0.4% | +10.7% | -10.3% | +0.2% |
| 3M | +12.1% | +25.6% | -13.5% | +11.5% |
| 6M | -5.4% | -8.3% | +2.8% | -5.4% |
| YTD | +7.8% | +6.3% | +1.5% | +7.3% |
| 1Y | +22.9% | +22.1% | +0.9% | +21.9% |
| 3Y | +110.7% | +289.2% | -178.5% | +103.2% |
| 5Y | +346.2% | +531.7% | -185.5% | +323.8% |
| 10Y | +440.1% | +1,043.8% | -603.6% | +400.8% |
| All | +6,923.6% | +537.9% | +6,385.7% | +6,664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling