+204.3%
GLDM vs MGY
+157.0%
+47.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.8% |
| 7D | -5.5% | +3.5% | -9.0% | -5.5% |
| 30D | -7.0% | -3.0% | -4.0% | -7.0% |
| 3M | -12.3% | -7.6% | -4.7% | -12.2% |
| 6M | -17.9% | -14.4% | -3.6% | -17.8% |
| YTD | -10.3% | +13.4% | -23.7% | -10.5% |
| 1Y | -7.8% | +9.2% | -16.9% | -8.0% |
| 3Y | +99.5% | +22.6% | +76.9% | +98.9% |
| 5Y | +106.5% | +33.6% | +72.8% | +106.7% |
| All | +204.3% | +157.0% | +47.3% | +209.6% |
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