-20.7%
MDLN vs GFS
+26.9%
-47.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.4% |
| 7D | -11.1% | +3.8% | -14.9% | -11.2% |
| 30D | -8.4% | -11.7% | +3.3% | -8.0% |
| 3M | -12.4% | -41.8% | +29.4% | -12.3% |
| 6M | -23.3% | +6.6% | -29.9% | -26.5% |
| YTD | -22.5% | +34.6% | -57.2% | -22.1% |
| All | -20.7% | +26.9% | -47.6% | -20.7% |
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