+1,396.2%
MU vs GFS
-3.7%
+1,399.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.2% |
| 7D | +9.0% | +1.0% | +8.0% | +8.4% |
| 30D | +13.8% | -8.6% | +22.4% | +19.1% |
| 3M | +2.1% | -46.5% | +48.6% | +46.8% |
| 6M | +153.8% | -4.8% | +158.6% | +169.8% |
| YTD | +256.4% | +29.7% | +226.7% | +222.4% |
| 1Y | +719.8% | +35.8% | +683.9% | +623.3% |
| 3Y | +1,360.4% | -18.3% | +1,378.7% | +1,467.7% |
| All | +1,396.2% | -3.7% | +1,399.9% | +1,521.5% |
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