-3.0%
MDLN vs GFI
-10.4%
+7.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.7% |
| 7D | +24.2% | +7.7% | +16.5% | +23.5% |
| 30D | +11.8% | +4.6% | +7.3% | +11.3% |
| 3M | +8.4% | +3.8% | +4.7% | +8.1% |
| 6M | -12.3% | -7.3% | -4.9% | -11.7% |
| YTD | -5.3% | -8.8% | +3.5% | -12.8% |
| All | -3.0% | -10.4% | +7.4% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling