+25.7%
MMM vs GFI
+515.1%
-489.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.8% |
| 7D | -3.2% | -5.1% | +1.9% | -3.0% |
| 30D | -10.7% | +13.4% | -24.1% | -11.2% |
| 3M | +4.3% | +36.2% | -31.9% | +2.7% |
| 6M | +5.9% | -9.8% | +15.7% | +5.9% |
| YTD | +3.2% | +7.7% | -4.5% | +2.4% |
| 1Y | +8.0% | +27.2% | -19.2% | +6.3% |
| 3Y | +99.1% | +300.3% | -201.2% | +84.4% |
| 5Y | +25.7% | +539.8% | -514.0% | +11.1% |
| All | +25.7% | +515.1% | -489.4% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling