+242.5%
GLDM vs MGY
+189.3%
+53.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -1.7% |
| 7D | +0.7% | -0.9% | +1.7% | +0.8% |
| 30D | +0.3% | +10.1% | -9.8% | +0.2% |
| 3M | +0.7% | -1.5% | +2.2% | +0.7% |
| 6M | -15.4% | -4.9% | -10.5% | -15.4% |
| YTD | +1.0% | +27.7% | -26.7% | +0.7% |
| 1Y | +19.7% | +20.1% | -0.3% | +19.4% |
| 3Y | +126.5% | +24.9% | +101.6% | +125.6% |
| 5Y | +142.5% | +91.6% | +50.9% | +143.8% |
| All | +242.5% | +189.3% | +53.2% | +248.2% |
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