+47.5%
MMM vs GFS
-9.0%
+56.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +17.2% | -18.0% | -3.1% |
| 30D | +14.4% | -8.7% | +23.2% | +15.5% |
| 3M | +1.8% | -19.7% | +21.4% | +4.5% |
| 6M | +31.3% | -40.7% | +72.0% | +39.3% |
| YTD | +18.0% | +22.5% | -4.6% | +9.1% |
| 1Y | +10.9% | +25.2% | -14.4% | +2.0% |
| 3Y | +160.6% | -17.7% | +178.3% | +149.2% |
| 5Y | +44.5% | -23.5% | +68.0% | +38.4% |
| All | +47.5% | -9.0% | +56.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling