+50.0%
MMM vs GFS
-13.3%
+63.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +7.0% | -5.3% | +12.3% | +7.6% |
| 30D | +18.4% | -15.8% | +34.2% | +20.9% |
| 3M | +4.5% | -18.6% | +23.1% | +7.0% |
| 6M | +33.4% | -45.0% | +78.4% | +43.1% |
| YTD | +20.0% | +16.8% | +3.2% | +11.7% |
| 1Y | +15.0% | +17.8% | -2.8% | +6.8% |
| 3Y | +165.0% | -21.5% | +186.5% | +155.2% |
| 5Y | +47.9% | -29.3% | +77.3% | +42.6% |
| All | +50.0% | -13.3% | +63.3% | +44.9% |
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