+967.4%
MU vs GFS
-13.3%
+980.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -15.2% | -5.3% | -9.9% | -11.9% |
| 30D | -29.5% | -15.8% | -13.7% | -22.0% |
| 3M | -15.8% | -18.6% | +2.9% | -5.4% |
| 6M | -2.9% | -45.0% | +42.1% | +37.6% |
| YTD | +154.2% | +16.8% | +137.5% | +144.1% |
| 1Y | +186.6% | +17.8% | +168.8% | +174.7% |
| 3Y | +871.5% | -21.5% | +893.0% | +984.1% |
| 5Y | +911.7% | -29.3% | +941.0% | +1,048.0% |
| All | +967.4% | -13.3% | +980.6% | +1,128.0% |
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