+110.9%
MO vs GFI
+1,066.8%
-956.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.3% |
| 7D | +0.1% | -4.9% | +5.0% | +0.2% |
| 30D | +7.1% | +10.7% | -3.6% | +7.0% |
| 3M | -2.0% | +25.6% | -27.6% | -2.3% |
| 6M | +7.3% | -8.3% | +15.6% | +7.4% |
| YTD | +23.5% | +6.3% | +17.1% | +23.1% |
| 1Y | +11.0% | +22.1% | -11.1% | +10.2% |
| 3Y | +95.0% | +289.2% | -194.2% | +87.6% |
| 5Y | +100.6% | +531.7% | -431.0% | +89.8% |
| All | +110.9% | +1,066.8% | -956.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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