-0.8%
GFS vs MGY
+45.1%
-45.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +4.5% | +1.5% | +3.0% | +4.0% |
| 30D | -8.2% | +6.8% | -15.0% | -10.3% |
| 3M | -38.9% | +2.6% | -41.5% | -39.8% |
| 6M | -2.9% | -3.1% | +0.2% | -3.5% |
| YTD | +31.8% | +29.4% | +2.4% | +17.4% |
| 1Y | +43.1% | +22.3% | +20.8% | +29.7% |
| 3Y | -20.6% | +26.6% | -47.2% | -30.0% |
| All | -0.8% | +45.1% | -45.9% | -13.2% |
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