+11.7%
GD vs MGY
+21.0%
-9.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -3.1% | +1.5% | -4.6% | -3.2% |
| 30D | -10.9% | +6.8% | -17.8% | -11.0% |
| 3M | +2.5% | +2.6% | -0.1% | +2.8% |
| 6M | -1.7% | -3.1% | +1.4% | -1.4% |
| YTD | +6.1% | +29.4% | -23.3% | +2.2% |
| 1Y | +11.7% | +22.3% | -10.6% | +8.1% |
| All | +11.7% | +21.0% | -9.3% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling