+3,263.4%
MRSH vs GFI
+650.5%
+2,612.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -4.8% | -4.9% | +0.1% | -4.7% |
| 30D | -6.3% | +10.7% | -17.1% | -6.6% |
| 3M | +5.8% | +25.6% | -19.8% | +5.2% |
| 6M | +2.8% | -8.3% | +11.0% | +2.8% |
| YTD | -3.1% | +6.3% | -9.4% | -3.6% |
| 1Y | -11.3% | +22.1% | -33.3% | -12.2% |
| 3Y | -5.0% | +289.2% | -294.2% | -9.3% |
| 5Y | +19.2% | +531.7% | -512.5% | +11.7% |
| 10Y | +217.4% | +1,043.8% | -826.4% | +189.2% |
| All | +3,263.4% | +650.5% | +2,612.9% | +3,127.9% |
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