+105.9%
GILD vs MGY
+25.2%
+80.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | +3.5% | -8.4% | -5.1% |
| 30D | +5.8% | +5.3% | +0.5% | +5.4% |
| 3M | +14.9% | +2.6% | +12.3% | +14.6% |
| 6M | -0.4% | -3.3% | +2.9% | -0.5% |
| YTD | +18.5% | +29.2% | -10.7% | +15.2% |
| 1Y | +25.1% | +18.0% | +7.1% | +22.4% |
| 3Y | +105.9% | +30.0% | +75.9% | +96.5% |
| All | +105.9% | +25.2% | +80.7% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling