+211.7%
MRSH vs GFI
+1,093.3%
-881.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -4.8% | -2.7% | -2.1% | -4.7% |
| 30D | -6.3% | +13.2% | -19.6% | -6.5% |
| 3M | +5.8% | +28.5% | -22.7% | +5.4% |
| 6M | +2.8% | -6.2% | +9.0% | +2.8% |
| YTD | -3.1% | +8.7% | -11.8% | -3.6% |
| 1Y | -11.3% | +24.8% | -36.1% | -12.1% |
| 3Y | -5.0% | +298.0% | -303.0% | -9.6% |
| 5Y | +19.2% | +546.0% | -526.8% | +11.2% |
| All | +211.7% | +1,093.3% | -881.7% | +207.6% |
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