-23.5%
GFS vs MGY
+36.1%
-59.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | +17.2% | +3.5% | +13.7% | +15.9% |
| 30D | -8.7% | -3.0% | -5.7% | -8.1% |
| 3M | -19.7% | -7.6% | -12.0% | -18.3% |
| 6M | -40.7% | -14.4% | -26.3% | -38.7% |
| YTD | +22.5% | +13.4% | +9.1% | +12.9% |
| 1Y | +25.2% | +9.2% | +16.1% | +16.9% |
| 3Y | -17.7% | +22.6% | -40.2% | -26.9% |
| 5Y | -23.5% | +33.6% | -57.2% | -35.2% |
| All | -23.5% | +36.1% | -59.6% | -35.2% |
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