-5.0%
MRSH vs GFI
+287.6%
-292.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.3% |
| 7D | -4.8% | -4.9% | +0.1% | -4.9% |
| 30D | -6.3% | +10.7% | -17.1% | -5.9% |
| 3M | +5.8% | +25.6% | -19.8% | +7.0% |
| 6M | +2.8% | -8.3% | +11.0% | +3.1% |
| YTD | -3.1% | +6.3% | -9.4% | -2.7% |
| 1Y | -11.3% | +22.1% | -33.3% | -10.8% |
| 3Y | -5.0% | +289.2% | -294.2% | -3.7% |
| All | -5.0% | +287.6% | -292.6% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling