+26.9%
MKSI vs GFI
+5.1%
+21.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.9% | -12.2% | -10.2% |
| 7D | -18.2% | +7.7% | -25.9% | -20.3% |
| 30D | -37.2% | +4.6% | -41.8% | -38.2% |
| 3M | -43.5% | +3.8% | -47.2% | -44.8% |
| 6M | -38.4% | -7.3% | -31.1% | -38.5% |
| YTD | +10.9% | -8.8% | +19.7% | +9.6% |
| 1Y | +26.9% | +4.3% | +22.6% | +19.9% |
| All | +26.9% | +5.1% | +21.8% | +19.9% |
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