+235.0%
GLD vs MGY
+209.8%
+25.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -3.4% | +1.8% | -5.2% | -3.4% |
| 30D | -1.1% | +6.5% | -7.6% | -1.2% |
| 3M | +5.8% | +0.3% | +5.5% | +5.8% |
| 6M | -17.1% | -2.4% | -14.7% | -17.1% |
| YTD | 0.0% | +29.0% | -29.0% | -0.3% |
| 1Y | +18.2% | +17.0% | +1.2% | +17.9% |
| 3Y | +122.6% | +26.2% | +96.4% | +121.7% |
| 5Y | +137.1% | +92.3% | +44.8% | +138.2% |
| All | +235.0% | +209.8% | +25.2% | +240.0% |
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