+2,794.9%
MMM vs GFI
+685.3%
+2,109.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | +5.7% | -7.3% | -1.7% |
| 30D | -8.0% | +15.6% | -23.6% | -8.3% |
| 3M | +9.4% | +31.5% | -22.2% | +8.5% |
| 6M | +10.2% | -3.7% | +14.0% | +10.1% |
| YTD | +6.1% | +11.2% | -5.1% | +5.6% |
| 1Y | +10.8% | +36.4% | -25.6% | +9.6% |
| 3Y | +104.8% | +313.5% | -208.7% | +96.5% |
| 5Y | +27.0% | +528.0% | -501.0% | +20.0% |
| 10Y | +53.8% | +1,021.4% | -967.7% | +41.5% |
| All | +2,794.9% | +685.3% | +2,109.7% | +2,558.1% |
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 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