+224.4%
MRK vs GFI
+1,093.3%
-868.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -4.3% | -2.7% | -1.6% | -4.2% |
| 30D | +8.3% | +13.2% | -5.0% | +8.0% |
| 3M | +20.0% | +28.5% | -8.4% | +19.4% |
| 6M | +25.7% | -6.2% | +31.8% | +25.6% |
| YTD | +38.7% | +8.7% | +30.0% | +38.2% |
| 1Y | +74.7% | +24.8% | +49.8% | +73.4% |
| 3Y | +45.4% | +298.0% | -252.7% | +40.4% |
| 5Y | +129.0% | +546.0% | -417.0% | +118.9% |
| All | +224.4% | +1,093.3% | -868.9% | +225.1% |
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