-0.8%
GFS vs MGY
+44.6%
-45.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.2% | +1.8% | +1.4% | +2.6% |
| 30D | -9.6% | +6.5% | -16.1% | -11.5% |
| 3M | -38.5% | +0.3% | -38.8% | -39.0% |
| 6M | -1.3% | -2.4% | +1.1% | -2.2% |
| YTD | +31.8% | +29.0% | +2.8% | +17.5% |
| 1Y | +44.6% | +17.0% | +27.5% | +33.2% |
| 3Y | -20.6% | +26.2% | -46.8% | -29.9% |
| All | -0.8% | +44.6% | -45.4% | -13.1% |
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 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