+126.1%
GLD vs MGY
+25.3%
+100.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | +0.2% | +6.8% | -6.6% | -0.1% |
| 3M | +3.2% | +2.6% | +0.6% | +3.0% |
| 6M | -14.6% | -3.1% | -11.5% | -14.8% |
| YTD | +1.8% | +29.4% | -27.6% | -0.7% |
| 1Y | +20.7% | +22.3% | -1.6% | +18.1% |
| All | +126.1% | +25.3% | +100.7% | +116.3% |
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