+14.3%
MMM vs GFS
+17.9%
-3.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +7.0% | -5.3% | +12.3% | +7.1% |
| 30D | +18.4% | -15.8% | +34.2% | +19.3% |
| 3M | +4.5% | -18.6% | +23.1% | +5.3% |
| 6M | +33.4% | -45.0% | +78.4% | +36.4% |
| YTD | +20.0% | +16.8% | +3.2% | +15.1% |
| All | +14.3% | +17.9% | -3.5% | +9.3% |
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