+98.6%
MMM vs GFI
+287.6%
-189.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -2.1% | -4.9% | +2.7% | -1.9% |
| 30D | -9.8% | +10.7% | -20.6% | -10.2% |
| 3M | +4.9% | +25.6% | -20.7% | +3.8% |
| 6M | +7.3% | -8.3% | +15.6% | +7.1% |
| YTD | +4.5% | +6.3% | -1.8% | +4.1% |
| 1Y | +5.4% | +22.1% | -16.7% | +4.5% |
| 3Y | +98.6% | +289.2% | -190.6% | +83.3% |
| All | +98.6% | +287.6% | -189.1% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling