+127.1%
GD vs MGY
+176.7%
-49.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +2.7% | +4.5% | -1.9% | +1.8% |
| 30D | +8.6% | -0.4% | +9.0% | +8.5% |
| 3M | -7.1% | -4.3% | -2.7% | -6.7% |
| 6M | +7.5% | -12.9% | +20.3% | +9.3% |
| YTD | +9.9% | +15.2% | -5.3% | +5.5% |
| 1Y | +7.6% | +10.3% | -2.8% | +4.0% |
| 3Y | +56.2% | +23.6% | +32.6% | +45.2% |
| 5Y | +100.6% | +35.7% | +64.9% | +77.6% |
| All | +127.1% | +176.7% | -49.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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