-2.4%
GFS vs MGY
+39.9%
-42.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +1.0% | +2.1% | -1.1% | +0.3% |
| 30D | -8.6% | +13.8% | -22.4% | -12.6% |
| 3M | -46.5% | -4.3% | -42.3% | -46.1% |
| 6M | -4.8% | -5.1% | +0.2% | -4.9% |
| YTD | +29.7% | +24.8% | +4.9% | +16.9% |
| 1Y | +35.8% | +11.8% | +24.0% | +27.0% |
| 3Y | -18.3% | +23.5% | -41.9% | -27.4% |
| All | -2.4% | +39.9% | -42.3% | -13.6% |
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 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