+3,645.5%
MRK vs GFI
+650.5%
+2,995.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | -4.3% | -4.9% | +0.6% | -4.1% |
| 30D | +8.3% | +10.7% | -2.4% | +8.0% |
| 3M | +20.0% | +25.6% | -5.6% | +19.3% |
| 6M | +25.7% | -8.3% | +33.9% | +25.7% |
| YTD | +38.7% | +6.3% | +32.4% | +38.2% |
| 1Y | +74.7% | +22.1% | +52.6% | +73.2% |
| 3Y | +45.4% | +289.2% | -243.8% | +39.5% |
| 5Y | +129.0% | +531.7% | -402.6% | +116.2% |
| 10Y | +228.0% | +1,043.8% | -815.8% | +200.8% |
| All | +3,645.5% | +650.5% | +2,995.0% | +3,379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling