+3,328.0%
MKC vs GFI
+660.1%
+2,667.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.7% |
| 7D | -2.8% | -5.1% | +2.3% | -2.7% |
| 30D | -3.4% | +13.4% | -16.8% | -3.6% |
| 3M | +3.8% | +36.2% | -32.5% | +3.2% |
| 6M | -17.9% | -9.8% | -8.1% | -17.9% |
| YTD | -23.6% | +7.7% | -31.3% | -23.8% |
| 1Y | -23.1% | +27.2% | -50.3% | -23.6% |
| 3Y | -31.5% | +300.3% | -331.8% | -33.3% |
| 5Y | -33.1% | +539.8% | -572.9% | -35.3% |
| 10Y | +29.3% | +1,058.5% | -1,029.2% | +24.1% |
| All | +3,328.0% | +660.1% | +2,667.8% | +3,330.7% |
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