+34.6%
MRSH vs GD
+93.7%
-59.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +2.1% | -5.0% | +7.1% | +4.0% |
| 30D | +17.9% | +8.9% | +9.0% | +14.1% |
| 3M | +6.6% | -8.0% | +14.6% | +9.8% |
| 6M | +26.4% | +2.9% | +23.5% | +24.6% |
| YTD | +12.8% | +7.1% | +5.7% | +8.8% |
| 1Y | +18.5% | +5.9% | +12.6% | +14.7% |
| 3Y | +10.9% | +53.9% | -43.0% | -10.6% |
| All | +34.6% | +93.7% | -59.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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