+121.3%
GD vs MGY
+164.8%
-43.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | -5.0% | -10.7% | +5.7% | -3.0% |
| 30D | +8.9% | -2.7% | +11.6% | +9.4% |
| 3M | -8.0% | -3.7% | -4.4% | -7.8% |
| 6M | +2.9% | -16.3% | +19.2% | +5.5% |
| YTD | +7.1% | +10.2% | -3.1% | +3.6% |
| 1Y | +5.9% | +13.5% | -7.5% | +1.9% |
| 3Y | +53.9% | +14.6% | +39.2% | +45.1% |
| 5Y | +95.4% | +27.3% | +68.2% | +75.2% |
| All | +121.3% | +164.8% | -43.5% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling