+200.4%
GLD vs MGY
+176.7%
+23.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -4.6% | +4.5% | -9.1% | -4.6% |
| 30D | -5.5% | -0.4% | -5.0% | -5.5% |
| 3M | -10.9% | -4.3% | -6.6% | -10.9% |
| 6M | -17.4% | -12.9% | -4.6% | -17.4% |
| YTD | -10.3% | +15.2% | -25.5% | -10.5% |
| 1Y | -7.2% | +10.3% | -17.5% | -7.4% |
| 3Y | +96.9% | +23.6% | +73.3% | +96.3% |
| 5Y | +103.8% | +35.7% | +68.0% | +103.9% |
| All | +200.4% | +176.7% | +23.7% | +205.2% |
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 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