+9.4%
MMM vs GFS
+39.8%
-30.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | -2.6% | +4.5% | -7.1% | -2.9% |
| 30D | -9.3% | -8.2% | -1.1% | -8.9% |
| 3M | +5.6% | -38.9% | +44.4% | +8.7% |
| 6M | +9.5% | -2.9% | +12.3% | +6.8% |
| YTD | +4.1% | +31.8% | -27.6% | -2.7% |
| 1Y | +9.4% | +43.1% | -33.8% | +1.2% |
| All | +9.4% | +39.8% | -30.4% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling