+93.8%
GD vs MGY
+92.8%
+1.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | -9.0% | +10.1% | -19.2% | -10.7% |
| 3M | +5.1% | -1.5% | +6.5% | +5.0% |
| 6M | -1.0% | -4.9% | +3.9% | -0.8% |
| YTD | +7.3% | +27.7% | -20.4% | +1.4% |
| 1Y | +12.4% | +20.1% | -7.6% | +7.2% |
| 3Y | +73.7% | +24.9% | +48.8% | +61.5% |
| 5Y | +93.8% | +91.6% | +2.2% | +66.6% |
| All | +93.8% | +92.8% | +1.0% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling