+32.7%
MMM vs GFS
-3.9%
+36.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | +2.6% | -4.2% | -2.0% |
| 30D | -8.0% | -16.4% | +8.4% | -5.7% |
| 3M | +9.4% | -41.6% | +51.0% | +17.7% |
| 6M | +10.2% | -3.7% | +13.9% | +8.0% |
| YTD | +6.1% | +29.3% | -23.2% | -2.1% |
| 1Y | +10.8% | +37.1% | -26.3% | +0.8% |
| 3Y | +104.8% | -22.1% | +126.9% | +98.5% |
| All | +32.7% | -3.9% | +36.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling