+92.6%
MRK vs GFS
0.0%
+92.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | -4.3% | +3.8% | -8.1% | -4.3% |
| 30D | +8.3% | -11.7% | +20.0% | +8.6% |
| 3M | +20.0% | -41.8% | +61.8% | +21.7% |
| 6M | +25.7% | +6.6% | +19.0% | +24.3% |
| YTD | +38.7% | +34.6% | +4.1% | +36.1% |
| 1Y | +74.7% | +46.2% | +28.5% | +70.7% |
| 3Y | +45.4% | -20.3% | +65.7% | +42.6% |
| All | +92.6% | 0.0% | +92.6% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling