+27.4%
MKC vs GFI
+1,066.8%
-1,039.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | -3.1% | +10.7% | -13.8% | -3.5% |
| 3M | +5.2% | +25.6% | -20.4% | +4.1% |
| 6M | -12.8% | -8.3% | -4.6% | -12.8% |
| YTD | -23.3% | +6.3% | -29.6% | -23.9% |
| 1Y | -24.1% | +22.1% | -46.2% | -25.2% |
| 3Y | -32.1% | +289.2% | -321.3% | -36.9% |
| 5Y | -32.8% | +531.7% | -564.5% | -39.0% |
| All | +27.4% | +1,066.8% | -1,039.5% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling